It comes after Locklear's doctor called emergency services in March claiming he feared she was suicidal.
A spokeswoman for the 46-year-old told People magazine: "Heather has been dealing with anxiety and depression.
"She requested an in-depth evaluation of her medication and entered into a medical facility for proper diagnosis and treatment.
"This is a confidential medical matter and no further statement will be released."
Website TMZ reported in March how a doctor called 911 and told the operator: "I have a patient and I have a feeling she's suicidal."
Sources reportedly said the doctor was afraid Locklear might overdose on depression medication.
When paramedics arrived they were satisfied Locklear was not in danger and left within 10 minutes.
Locklear's representatives played down the incident but the tape of the emergency call with the 'suicide' comment was later released.