The Fatal Attraction star has thrown her support behind Bring Change to Mind, an initiative aimed at encouraging people to talk openly about the health problem.
The actress' sister Jessie suffers from bipolar disorder and Close admits it was her own personal experience with mental illness which sparked her interest in the campaign.
She says, "It started because we have mental illness in our family. I've seen the suffering and I've seen what stigma does and how costly it is.
"On BringChangeToMind.org, we've established a portal for any help you need and any information you need. We just want to talk about it."
Jessie Close was officially diagnosed with the disorder at the age of 47, and the actress reveals it was only after her sister's medical assessment that they discovered there was a history of mental illness in their family.
She adds, "We found out later there were other people in our family (who suffered from mental illness). My grandmother was seriously depressed."
The siblings have teamed up with The Da Vinci Code director Ron Howard to record a public service announcement (PSA) to raise awareness about mental illness.
Close hopes it will go some way to opening discussions among affected families: "I did it for the very simple reason that I have experienced what it means in my family. I really have this vision that someday we will talk as openly about fear of mental illness as we do about cancer, about diabetes, which we used to whisper about, because it's a common condition. Conservatively, one out of six people are affected by mental illness."
And she has some key advice for those who suspect they have a mental condition: "Get treated. The symptoms are treatable and you will have a fully functionable (sic) life. But you have to get the right meds (medication), the right diagnosis."