The singer said she began to suffer from anxiety after her career took off in 2010.
"I started having panic attacks, and the scariest part was it could be triggered by anything. I used to cover my face with a pillow whenever I had to walk outside from the car to the studio," she told Well+Good.
"My new life as a pop star certainly wasn't as glamorous as all my friends from home thought. Secretly, I was really struggling physically and emotionally."
Goulding said she used to feel overwhelmed by nerves before a performance and believes her panic attacks were linked to "not feeling confident enough to believe in [herself]" and being afraid of letting people down.
But the 30-year-old said kicking ass in the gym helped her find inner confidence.
Goulding is now a big fan of both boxing and kickboxing and enjoys classes at Barry's Bootcamp and Equilibrium TrX.
As her fitness has improved, so has her mental health.
"It wasn't about any change in my outward appearance; it was about seeing and feeling myself get better and stronger. It carried over into other areas of my life, and now I truly feel that exercise - however you like to work out - is good for the soul," she said.
This isn't the first time Goulding has spoken about anxiety and panic attacks. Back in 2016, she told of how she underwent cognitive behavioural therapy (CBT) to help her deal with her struggles."I was skeptical at first because I'd never had therapy, but not being able to leave the house was so debilitating. And this was when my career was really taking off," she said.
"There were a couple of times after I released 'Delirium' when I was doing promo and thought, 'Oh god, it's coming back, it's coming back', but it didn't.
"I think my body has become quite good at controlling anxiety."