Maguire was at fault for two of the goals England conceded in Monday's 3-3 draw against Germany, casting further doubt on his international future and increasing calls for the centre back to be dropped for the World Cup.
"I've been there," said Neville. "Every player has. When I lost my confidence, I saw a psychologist to help me through those moments.
"But there's nothing you can do other than show up, try your best and not give in.
"At some point, his form will return. I would suggest he does what I did. I did go and see my doctor at Manchester United. I did go and see a psychologist. You do need external help at times."