The actress divorced her first husband, Spandau Ballet star Gary Kemp, in 1995 and had a son, Rafferty, with Law the following year (96).
Frost admits Law was away working a lot while she was pregnant and after the birth she eventually pushed a "self-destruct button" and went on a drinking binge.
On her return home, she claims she was so "numb" with depression, she hardly realised when she self-harmed with a pair of scissors.
In her upcoming autobiography, Crazy Days, Frost reveals, "Jude was away a lot, while I was sitting on the sofa, getting fatter and gripped by a nagging sense that I was jeopardising my love. Rafferty was born in October of that year. I didn't want a nanny because I wanted to be alone with Raff, but unease was pulling me down, making me feel low and lost.
"Eventually I wanted to press the self-destruct button. One night I arranged a babysitter and went out. I partied all night and got home the next day racked with guilt. I was sitting at my dressing table, not feeling anything - just numb.
"I watched my hand slowly pick up a pair of scissors. It was as if I was being sucked down lower into the chair and the scissors seemed to be drawn to my arm.
"I appeared to have cut myself. Blood dripped down my arm. There was no sense of panic within me - I just felt empty."
The star was treated for post-natal depression, but the condition returned after the birth of her daughter, Iris, in 2000.
Frost and Law welcomed another son, Rudy, in 2002 before they divorced in 2003.