Numerous news outlets had reported on Friday morning that the 23-year-old Mali international had been given permission to leave England to deal with the condition.
However, the former Nancy midfielder insisted his trip to Paris was nothing of the sort and insists he is his perfectly healthy mentally.
“Frankly, I don't understand the interests of people in starting rumours like this,” the Diakite told French news outlet RMC on Friday afternoon.
“I am going very well. I don't have any problem - I was just a bit tired in the last few days. My club had authorised me to spend three days in Paris. But I am not depressed!
“My club is my job, it is my employer, I keep them updated every day.
“As soon as I woke up this morning, on opening the newspapers I learnt that some were saying that I was depressed.
“I am now in London and I was at training today, so for me it is unbelievable.
“It makes me sad because I received worried phone calls from my family, everyone asking me if I was okay this morning.”
Diakite, who signed a four-year deal at Loftus Road after impressing on loan during the second half of last season, also expressed his disgust with the claims.
The midfielder added: “Fortunately I am a strong person but this could have had serious consequences on someone weaker.
“Therefore I wanted to reassure those close to me and the supporters of QPR that I will train on Monday and all is well.”