The players did no wrong, said Dhoni, when asked about the 2013 IPL match-fixing scandal that saw his franchise - Chennai Super Kings - and the Rajasthan Royals suspended for two years (2016 and 2017) for betting activities by their key officials Gurunath Meiyappan and Raj Kundra.
The three-time IPL winning captain discussed the ban in a documentary aptly titled 'Roar of the Lion', which focuses on the scandal and on CSK's triumphant return to the league as they embarked on a fairytale run to win the title in 2018 - the year they returned to the league.
In the documentary, Dhoni said: "2013 was the most difficult phase in my life, I was never depressed as much as I was then.
"People are talking about match-fixing and spot-fixing. It was the most talked about thing in the country,"
Dhoni said that the players expected a "harsh punishment".
"Finally we got to know that CSK will be banned for two years. There was a mixed feeling that time. Because you take a lot of things personally and, as a captain, question what did the team do wrong," Dhoni stated.
"Yes there was mistake from our side (the franchise) but were the players involved in this? What mistake did we, as players, do to go through all of that?"
For Dhoni, nothing is bigger than cricket, which is why the scandal hurt him so deeply. It wasn't that his name was tarnished, as much as the fact that his beloved CSK, and its players, were being forced to take the fall for the actions of a higher-up. To him, match-fixing is the most reprehensible of all crimes. Even murder isn't as heinous, in Dhoni's eyes.
"Whatever I am today, whatever I have achieved is because of cricket. So the biggest crime that I can commit personally is not murder. It's actually match fixing because it doesn't get restricted to me. If I'm involved in such a thing, it has a bigger impact.
"If people think a match is fixed because the outcome of a match is extraordinary, then people lose their faith in cricket. I don't think in my life I would deal with something that is tougher than this," he said.
Prior to "Roar of the Lion," Dhoni had refrained from commenting on the scandal.