Army veteran Paul Chase died aged 42 on 13 March. Malone, known for her work in programmes such as Shameless and Brookside, had been married to him since 2010, and they shared a daughter, Flame.
Since his death, Malone, 61, has given occasional updates on her wellbeing, telling fans a month after his death that she was "broken" and "bereft".
On Saturday (18 May), the actor revealed to The Mirror that her husband had taken his own life.
"I've not spoken about this publicly until this minute," she told the publication. "It's the first time I've said it and confirmed it. Paul did commit suicide. I believe in transparency."
"I'll never get over it," she added. "I miss him so badly and I love him so much.
"One thing I know... he's in a better place than here."
Chase had previously been a member of the 22nd Regiment of the Cheshires and had served in Northern Ireland, Belize, Iraq, Afghanistan and the Falklands throughout his decade in the army.
Malone recalled her husband's experiences with depression and anxiety in more recent years, which resulted in him turning to alcohol and drugs. Chase was diagnosed with PTSD three years prior to his death.
"He felt lost, he felt useless," she continued. "He couldn't fight any more. Drugs weren't recreational. Drink wasn't social."
The TV star will launch a foundation named Paul's Flame on his birthday, 28 May, to help others in crisis.
According to Malone, Chase would "ramble about the army" while intoxicated.
"I'd tell him, 'You have depression, you have emotional issues because of what you've seen'. But he'd sweep it away."
She added: "This is a man who served his country. The only way I can get through is by fighting for change, addressing the issues facing veterans and soldiers, trying to help others."
Chase was buried in Liverpool in April.
A month on from his death, Malone told her social media followers of Chase's final moments.
"Four weeks ago at 4pm today my hubby made scrambled eggs, bacon, beans, sausages for Flame, kissed me and said see you later," she wrote in an Instagram post.
"Ten hours later he was dead, I am broken, so bereft."
If you are experiencing feelings of distress, or are struggling to cope, you can speak to the Samaritans, in confidence, on 116 123 (UK and ROI), email jo@samaritans.org, or visit the Samaritans website to find details of your nearest branch.
