In his darkest moments, the 41-year-old admits he had even considered walking away from the sport he loves in the two years since he last won a title at the Australian Masters.
Nine-times a winner on the US PGA Tour, Appleby shot a two-under-par 70 at the Australian Open on Saturday that had him thinking the upturn might be just around the corner.
"My game is definitely on the uptake, mentally I've really struggled the last two years to just really believe in myself and believe all the great things that I've done and that I was that person," he said.
"And if you struggle with your self-belief you're pretty much going to struggle with your scorecard, so I've been working very hard on that and it's a progress in the making."
Appleby earned his US PGA Tour card in 1996 and won regularly until he really hit his stride in the years after losing a four-way play-off to Ernie Els at the 2002 British Open.
There was then a frustrating four year hiatus between his second Houston Open triumph in 2006 and his ninth US PGA title at the Greenbrier Classic in August 2010. The Australian Masters triumph followed soon afterwards.
Appleby tried to explain what was behind his loss of form for such long periods.
"It's my own undertaking ... we create our own videos and stories in our mind and some of them are pretty ordinary movies but we tend to keep watching them," he said.
"None of us have ever gone to a (bad) movie a second time ... but you paint a pretty ordinary picture at times and if you paint it enough you start to be it."
Appleby said he had tried self-help literature, increased exercise and weight loss in a bid to reignite his game, but the main problem was mental.
"I've really struggled with my putting at times and started to feel like I was never going to hit the hole," he said.
"The hole's just sitting there dude, it hasn't changed shape in the last couple of hundred years.
"And those cancerous thoughts just creep through your game.
"I'd love to make big inroads quickly and be greedy but I understand patience is an unbelievable part of this game and I've got to keep that right in front of myself."
Saturday's third round 70 moved Appleby into contention at three-under for the tournament at his home Open, which he won in 2001.
Golf has given Appleby plenty over the years, not least $26.76 million (£16.7 million) in prize money on the US PGA Tour alone, but there have been times when the frustration got so great he thought about giving it up.
"At the deepest sort of periods, yeah," he admitted. "I was really feeling terrible but then at the same time the other voice in my head said, 'Man, you really love this game', and I do.
"So that thought pattern lasted a minute ... but at the darkest moments you're shaking your head saying, 'I don't know if I want to do this anymore'.
"But luckily that didn't last for long but it popped in my head more than once or twice.
"But I know I've got the talent, I know I've got the resources and the fight and the will power and I just can't wait for my next victory.”