The 38-year-old's character Michelle Connor has had to watch husband Steve McDonald [Simon Gregson] battle depression, and Kym confessed it's brought back memories of her own struggle with the condition.
Speaking to the Daily Star, Kym said: "It's been an emotional few months – I've done nothing but cry. It does get to you.
"You become quite emotional and it's draining. And certainly for Simon, he's playing the person who's depressed but we're there for each other. You have to be there for each other."
Kym previously opened up about her own battle with depression following the tragic death of her son Archie in 2009.
Appearing on BBC Breakfast last year, Kym said: "I've suffered a couple of times. Depression is something that kind of remains with you. You do get better, but there are times when you end up revisiting it.
"The last time I had it was when I lost my little boy in 2009. It's weird because at the time you don't realise it's happening to you. You feel that what you're doing is completely normal and actually it isn't. And it take people to kind of point it out to you."
Mum-of-three Kym recently announced her engagement to personal trainer Dan Hooper, and revealed they are planning to get married next winter.