The 67-year-old Fatal Attraction star, whose sister has bipolar disorder, told New York Daily News that the prevalence of mental illness makes it a "part of the human condition".
"So many people are affected by it," she said. "It is something that should be a uniting, hope-filled issue rather than something that people have always been loath to talk about and afraid and ashamed about."
The actress is the co-founder of Bring Change 2 Mind - a non-profit organisation that is hoping to stop the stigma that is attached to mental illness.
"It's really important to now be able to have open conversation about it," Close said.
Currently, one in five Australians experience a mental illness each year.