The London man believed to be Islamic State (ISIS) executioner "Jihadi John" told a journalist in 2010 that surveillance by British security services had left him contemplating suicide, AFP reported Saturday.
Mohammed Emwazi, named by media and experts as the terrorist thought to have beheaded at least five Western hostages held by the IS group, told a Daily Mail reporter that he felt like a "dead man walking".
A British civil rights group that was in contact with Emwazi, Cage, claims that domestic spy agency MI5 had been tracking him since at least 2009, and blamed his radicalization on their "harassment".
Prime Minister David Cameron and a former head of foreign spy agency MI6 strongly rejected the idea, while London mayor Boris Johnson accused Cage of an "apology for terror".
In an email to reporter Robert Verkaik, dated December 14, 2010, Emwazi described how he sold his laptop to someone he met online who he subsequently came to believe was with the security services.
"Sometimes I feel like I'm a dead man walking, not fearing they may kill me. Rather, fearing that one day, I'll take as many pills as I can that I can sleep forever!! I just want to get away from these people!!!" Emwazi wrote, according to AFP.
Emwazi was born in Kuwait but moved to London when he was a child and attended school and university in the capital.
The Daily Telegraph reported this weekend that he went to high school with two other boys who went onto become militants -- Choukri Ellekhlifi, who was killed fighting in Syria, and Mohammed Sakr, killed fighting in Somalia.
A spokeswoman for the Department for Education said Saturday that it had launched a review into how Quintin Kynaston school in north London dealt with radicalization "to see if there are any lessons we can learn".
It was also reported that Emwazi had contacts with the men responsible for failed attacks on London's public transport system in 2005, two weeks after suicide bombings killed 52 people in the capital.
All the revelations add to pressure on the security and intelligence agencies to explain why they did not act on their suspicions about Emwazi before he travelled to Syria.
Cameron on Friday defended their actions, saying they have to make "incredibly difficult judgments, and I think basically they make very good judgments".
"Jihadi John", named after Beatle John Lennon due to his British background, is believed to be responsible for the murders of journalists James Foley and Steven Sotloff and British aid workers David Haines and Allan Henning.