Haigh, 37, was jailed last May after being accused of fraud by Leeds' former owners and his former employer GFH Capital.
He is currently in custody as authorities decide whether to pursue a criminal case.
"It was the darkest time of my life." said Haigh. "I was suicidal."
Speaking to charity Prisoners Abroad from his cell, he added: "I just wanted it all to end - to get rid of the fear, desperation and the pain. It was crushing me."
Haigh says he had flown to Dubai believing he was about to discuss a job offer with his former employer - only to be handed over to the police.
He is accused of profiting from falsified invoices worth about £3m while at GFH Capital, a Dubai-based private equity group.
Haigh was employed by GFH when it purchased Leeds in December 2012 but resigned as an employee following the club's takeover last April.
GFH sold the Championship club to Italian businessman Massimo Cellino last April. They retain a 25% stake in the club.
Haigh strenuously denies the allegations being put against him.
Dubai law states that if someone is suspected of cheating, a breach of trust or fraud they can be detained for as long as necessary, based on the complexities of the investigation.
He added: "I can tell you that it has been the darkest and most terrifying experience of my life.
"And after nearly 300 days, it doesn't look like it is going to end anytime soon."