Bulls, who will compete in the Champions Cup against Lyon this weekend, reported Nkosi missing to police after neither they nor several close family members could contact him.
Nkosi who has 16 Springbok caps and was part of the squad that lifted the Rugby World Cup in 2019, says he has been battling "mental pressure" for some time, and it all caught up with him.
"I'm a lot better. There's obviously a lot to speak about that I can't say out loud but my condition is improving," Nkosi told South Africa’s News24.
"It's just been a whole lot of mental pressure. It's been building up for a couple of years now. I was just trying to keep myself calm. That's been a battle. I'm at a point where I need to prioritise the person before the rugby player."
Nkosi has told the Bulls he would like to take a break from the game but intends to return in the future. Team officials said on Tuesday they will be offering him support.
"I just needed time. I've basically been curled up in a ball with my Dad, and he's been managing my mental state daily," Nkosi said.
"I'm not special or different or unique in any way. I think it's something that needs to be focused on a bit more, whether you're on top or at the bottom. It's always a rollercoaster.
"Maybe a little effort needs to be put into how the guys manage the wave of emotions that come with the good and bad times."
Nkosi was sent home from the Bulls’ United Rugby Championship tour of Europe in October after missing a team meeting.
He was also overlooked for a test against Wales last year after failing to renew his passport in time, despite requests from South African Rugby for him to do so.
Nkosi is the not the first player to seek a sudden break from the game.
Australia captain Michael Hooper left the Wallabies camp during the Rugby Championship citing the need for time away, but returned for their recent autumn international series of matches.
