Fifpro, working with Amsterdam University Medical Centers, have found through research that the number of footballers reporting depression symptoms had doubled during the pandemic.
And Winks has urged not only footballers but the general public to speak about their mental health.
"It's important - especially as men, not just footballers," he said.
"We always trained never to really talk about things and get it off our chests but I think now everybody is more open about it.
"People have come out and said more about their problems, it's important that everyone talks about it and it leads to a healthier lifestyle and mindset.
"When you're trapped in your house it can be quite difficult. I'm lucky I've got such a strong group of people around me - my friends, my family who I talk to every day, and it's important that I stay in touch with them.
"I follow government guidelines, go for a daily walk every day as well, just to get out of the house, get some fresh air, a bit of exercise. But I'm lucky that I've got that close-knit family and friends around me."