"I was comfortable," the former L.A. Laker says in a clip from this Sunday's episode of Khloé and Lamar. "And somebody just tells you one day to pick up and go? [Then] you're uncomfortable."
"Being an athlete, I've always prided myself on choosing when that change happens," he says. "When somebody takes that away from you, it's like really? That's a place you don't really wanna be."
Of course, Lamar's sister-in-law Kim Kardashian pipes in with some sage advice…
"It's always when you step out of your comfort zone—that's when you grow in life," she reassures him.
Still, Lamar explains that when he's "going through something" he's always used basketball "to vent."
"Being a sportsman, half of what we do is mental," he admits to the camera. "I think I let myself get depressed. I gotta get my mind to that point where I'm like, 'I love being here. Go out and play hard. Good things will happen.'"
Khloé decides to change the subject to another touchy topic: pregnancy.
"Did I tell you something that Kim said to me?" she prods Lamar. "She [asked] did I get a little bit jealous that Kourtney was pregnant again."
When Lamar stoically says jealousy is "a normal emotion," Khloé's voice goes up an octave as she exclaims, "I wasn't jealous!"
"No one said you were," Lamar tells her.
When asked if he was "jealous" at first of Kourtney and Scott Disick's pregnancy, he admits that yes, he was. "Yeah," he says. "I mean, I was like, damn, I wish it could be me. But just like for a split second. Damn they get to have another baby, I don't."
The full episode of Khloe and Lamar airs Sunday at 10 p.m. on E!.