The 40-year-old made the confession during filming of 'First Team: Juventus', a three-part documentary from Netflix that follows the fortunes of the famous Italian club on and off the field.
Buffon has won the Serie A title eight times in his illustrious career, while he was also a key member of the Italy team that lifted the World Cup in 2006.
But, despite suffering a few disappointments on the field - including losing three Champions League finals - the veteran insists poor results do not reduce him to tears.
"I cry often and I cry alone. Crying helps - it frees you and makes you feel human," he said during the mini-series.
"I never cry for football. I can be touched but it's not about the defeat itself. It's something more complex and romantic."
Buffon retired from international duty last year following Italy's failure to qualify for the 2018 World Cup, with the Azzurri losing a two-leg play-off against Sweden to miss out on a trip to Russia.