Grant Hackett thanks family for support during the "toughest week" of his life.

Former Olympian Grant Hackett has released his first public statement following his arrest on the Gold Coast last week.

Reflecting on the “toughest week of [his] life”, the 36-year-old thanked his parents for their support.

“They have been amazing and have now stood by me through thick and thin. I can’t say enough about them, I could not wish for better parents,” he said in the statement.

Hackett was arrested last Wednesday, and subsequently released without charge, following an alleged disturbance at his father’s house. On Thursday, his family reported him missing.

In today's statement, the triple Olympic gold medalist said he would be seeking help for his issues.

"I know I have some mental health issues and I am seeking help here in Australia and I will be also going overseas," he said.

Hackett also explained that he had cleared the air with his brother Craig, who had spoken with the media the day of the arrest. The following morning Hackett posted an Instagram photo of his bruised face, claiming Craig had "beat the s**t" out of him.

"My brother and I have reconnected and love each other very much - our family has always been our priority," the statement reads.

Listen: Former swimmer Liesel Jones reflects on the difficulty of retiring from elite sport. (Post continues after audio.)

Hackett also thanked members of the public who had sent messages of support in the wake of last week's events, and requested privacy moving forward.

"This is a very private matter that I am going through and I am going to work my way through it," he wrote.

"I would appreciate it if everyone would allow me and my family to do everything we need to do."

If you're struggling with your mental health, or know someone who is, please call Lifeline on 13 11 14.