Mental Health Awareness Week is taking place from 18 to 24 May and we have spoken to a number of Premier League players about their emotional wellbeing.
The Irishman has had a dream season in the Premier League, starring in a Sheffield United rearguard with the second-best defensive record in the division.
But it has not been a smooth rise to the top for the 29-year-old, who had to endure a lot of rejection before his move to Bramall Lane.
Speaking ahead of Mental Health Awareness Week, Stevens says such difficult moments have made him much more appreciative of the good ones and have helped him keep future challenges in perspective.
"With football a lot of disappointments come along regularly," he says. "You probably have more lows than you will do highs.
"That's why you appreciate the highs a little bit more, because of the road it's taken you to get there.
"That's why you appreciate the highs a little bit more, because of the road it's taken you to get there."
"I joined Shamrock Rovers and it didn't really go to plan for me then. I was being left out of squads, left in the stands and I couldn't get a game, and it was affecting me.
"It was a similar thing at Aston Villa. It gets to you, affects you, but you come out the other side.
"That's why I kind of feel like where I've come from, now with the success that I've had recently, it's there to be enjoyed, and never to forget it."
Access the #StayWell Hub
Fans can access a library of expert advice on how to look after their mental health in the Premier League's #StayWell hub.
It shares tips and guidance from experts, the clubs and players as well as from the NHS and national organisations working in these areas to help supporters stay strong and positive.
And the hub will continue to develop, offering fans expert guidance in other areas to help maintain their health in these challenging times.
See: #StayWell hub
Also in this series
Part 2: Choudhury: Routine helps in maintaining a good mood
Part 3: Mustafi: We can overcome problems by helping each other
Part 4: Hanley: It's important to keep perspective
Part 5: Martin: Reaching out to others opened doors for me