Kyle, now at Hearts, has been speaking about gambling following the launch of a PFA project to highlight the problem of excessive gambling.
Speaking to BBC Scotland, Kyle, whose time at Coventry City is probably best consigned to the history books, said:"If that opportunity had come where I could speak to somebody confidentially, it would've been easier.
"I remember, come to the end of each month, having no money left for getting to training, or wanting to go home to Scotland because I'd just be gambling it all away.
"It was a disaster and I didn't know who to turn to or how I was going to combat this problem, and that's why it probably gripped me for a good 15 years."
"Being a gambler, you feel ashamed of yourself, so to go and speak to someone about it is a very brave thing to do.
"I'm sure there are kids out there in youth teams and even senior players who are looking for this kind of help, but they're maybe too scared to speak to somebody about it.
"But if somebody comes to them it might be the opportunity where they can actually open up and hopefully get it sorted out, because gambling is every bit as bad (as drink and drugs).
"I could probably pick any team in the Scottish Premier League and know someone through word of mouth who's a mad gambler."