Gary Speed talked "in terms of taking his life" in a text message to his wife only days before he died, the former Wales manager's widow told an inquest hearing on Monday.
Louise Speed told the hearing in Warrington, north-west England, that he had dismissed it however because of their children.
Speed, 42, was found hanged in the garage of his house in Huntington, near Chester, on Nov. 27. Police said at the time that there were no suspicious circumstances.
The coroner - who rules on unexplained deaths in England - recorded a narrative verdict, which does not attribute a definite cause. The coroner said Speed died by hanging but there was not enough evidence to say whether it was accidental or intentional.
The BBC and Sky television quoted his widow as saying they had an "exchange of words" on the night before he died and she had spent the night in their car after going for a drive and then being unable to get into the house when she returned at around 1.30 a.m.
Crying as she recalled the events, Louise Speed said she had found the body in the morning and tried in vain to revive him. He did not leave a note.
The doctor who worked with Sheffield United, Speed's last club before taking the Wales job in 2010, told the hearing that he had shown no sign of any mental health problems.
Speed and his wife had also attended a dinner party on the night before he died, with the manager jokingly pushed into a swimming pool and appearing in good spirits.
His mother Carol was quoted as saying in a written statement that her son was a "half-empty person" and "certainly no optimist" and that receiving the news of his death had been the worst moment of her life.
Speed played for Leeds United, Everton, Newcastle United, Bolton Wanderers and Sheffield United in a playing career that spanned 22 seasons.
With Leeds he won the last first division title in 1992 and retired after making 535 appearances in the Premier League. He was capped 85 times by Wales, who named Chris Coleman as his successor as manager earlier this month.
Speed's family issued a statement after the inquest hearing.
"At this time we wish to reiterate our deep appreciation for the very generous and clearly sincere accolades paid to Gary and his memory by the public and all forms of the media. We remain especially grateful for the sympathetic way that the media has respected the family's privacy," the statement said.
"Finally, our thanks go to the FA of Wales which has arranged the Gary Speed Memorial Match against Costa Rica at the Cardiff City Stadium on Wednesday 29th February. This will give everyone whose lives were touched and enriched by Gary's achievements the opportunity to attend, celebrate his life and pay their final respects. We look forward to seeing you there."