Photo: George Burns/Harpo Studios

Michael's depression seemed to take him to a dark place even before his death. In fact, Marie says Michael attempted suicide once before February 26, during the time his mother was a contestant on Dancing With The Stars.

"During that time, I was going through a very public divorce. Going through a custody battle. My dad died, and my son went into rehab," Marie says. In rehab, Michael tried to take his own life.

"But at that time," Oprah says, "didn't he promise that he would never [attempt suicide] again?"

"He did," Marie says. "And I believed him."