Cape Town - Owen Finegan, a former Wallabies team-mate of Dan Vickerman, said Vickerman had expressed difficulties in dealing with his retirement from professional rugby.
Finegan was speaking after news broke over the weekend that Vickerman, who featured in 63 Tests for Australia between 2002 and 2011, had died at the age of 37.
Finegan told the abc.net.au website that his friend had struggled to cope since retiring from rugby.
"I think everyone was shocked by it. It was devastating - we all play on an old boys team called the Silver Foxes and Dan had expressed a number of times how difficult his transition was and it is difficult for a lot of professional sports people, especially when you've had 10 or more years at the top of the game," Finegan said.
Police, who were called to Vickerman's Sydney home on Sunday morning, said they were not treating the death as suspicious.
Following Vickerman's death, the Australian Rugby Union urged sporting bodies to be vigilant in monitoring players' transitioning into retirement.
ARU CEO Rob Clarke said players and coaches had been offered counselling following Vickerman's death.
"We as administrators need to continue to be ever vigilant," Clarke said.
"The transition from being a professional sportsman into the world after sport can be challenging, and we've seen it in a number of sports."
Vickerman grew up in Cape Town, attended well-known rugby school Bishops and played for the Junior Springboks.
In 2001, at the age of 21, he moved to Australia and went on to play Super Rugby for the Brumbies and Waratahs.
Vickerman is survived by his wife and two young children.