Scheana Shay Details Her Struggle With Depression Since Being Eliminated From 'The Masked Singer'

"Vanderpump Rules" star Scheana Shay recently appeared on "The Masked Singer," but her time on the show was short-lived.

During an episode of her podcast, "Scheananigans," Scheana Shay opened up about how it felt to get the boot early in the program and how she dealt with the depression that came after.

On the May 9 episode of her podcast, Shay, who has been on reality TV since 2013, said she's struggled with depression over the last several months.

Initially, she believed she was fine, but after being honest with herself, the reality star realized her feelings of sadness stemmed from her elimination from the Fox singing show "The Masked Singer."

The latter is a family competition program where celebrities sing in elaborate costumes, concealing their identities as a panel of judges tries to guess who they are.

Shay revealed that after initially being asked to sign on to the show, she declined out of fear.

“I got asked to do the show. I immediately was like, ‘Hard pass, absolutely not.’ I didn’t care how much money they’re paying me. I was not going to go on another show on national television just to get made fun of,” she said. “This was something that was so far out of my comfort zone. That was so scary to go on a show that’s primetime national television.”

However, Shay changed her mind and joined the competition as "The Bat." She sang Sabrina Carpenter's song "Espresso," but was eliminated during the first episode.

Shay's elimination was difficult for her to handle, as she revealed she had a "meltdown" in her dressing room.

"I’m like, ‘This is why I didn’t want to do this show. I’m not good enough. I get sent home first. Now everyone’s going to make fun of me,'” she said. “I just wanted to put myself out there."

Shay went on to say that following the elimination, she experienced a series of "heavy months," specifically due to the holidays and the Los Angeles wildfires at the beginning of 2025.

“It was just a few really heavy months emotionally. Then we’re in March and the show’s airing,” she explained. “Now I really need to focus on what’s been brewing and what’s going on. Because I felt like getting sent home first was part of it — but it couldn’t be all of it.”

Eventually, Shay realized that she was feeling more than just rejection from "The Masked Singer" — losing her job on the longstanding reality show "VPR" was a challenge, too.

After 11 seasons, Bravo announced in November 2024 that they were rebooting the series with an entirely new cast after the original group crumbled due to Tom Sandoval's affair with Raquel Leviss.

“As excited as I am for this new chapter of my life — I got to film 'The Valley' and be with all of my friends this past summer — it filled the void of not filming a season 12,” Shay said. “But then the show getting rebooted. It’s like, that’s a huge chapter of my life that now is just done. As happy as I was for honestly that chapter to be done, I’m like, ‘Wow, that’s been a huge part of my identity that now is just done.’ A combination of these things just led to me kind of going into a depression.”

Months after the "VPR" reboot announcement, Peter Madrigal, one of the show's original cast members, spoke about the network's decision to revamp the cast. According to him, the new group of SURvers is "insane," which will undoubtedly make for a good series.

“I know the new cast. Yeah, I know them pretty well,” he told PEOPLE. “There’s a lot of drama going on at the restaurant. There always is ... So, it’s going to be insane. It’s going to be a little bit intense. Absolutely.”

Alex Baskin, the show's executive producer, echoed that sentiment and said he couldn't "wait for the audience to see a dynamic new group of co-workers and friends."

Although Shay's time on "Pump Rules" is over, she filmed a few scenes for Bravo's newest reality show, "The Valley," which is currently airing on Tuesday nights.

The show stars former "VPR" cast members, including Kristen Doute, Brittany Cartwright, and Jax Taylor.

Shay's involvement in the show's overarching storyline so far has been minor; however, she did spark a little drama between ex-partners, Michelle Saniei and Jesse Lally, after reporting that the latter's new girlfriend had been allegedly hooking up with an actor from "Baywatch."

At least she knows she's great at stirring up conflict!