The 33-year-old reality was knocked unconscious under water and broke several ribs after jumping into the sea from a helicopter with a heavy bag of equipment, as part of an exercise for the Channel 4 survival show.
Wicks said: "I got it very wrong. I think my leg got a little bit caught in the bag and I went straight down onto the bag, knocked myself out and broke my ribs.”
“I was unconscious in the water so I don't really remember much, just the rescue swimmers coming to get me and they flicked me over."
He added: “I felt dazed and confused. I was struggling to move my upper body. I didn't really know exactly what was going on and even moving my arms was quite painful, just because the pressure that was on my ribs and everything, so it just wasn't nice."
The former city worker was paired with Ex On The Beach star Ashley Cain for the challenge, and after lifeguards came to his aid he refused to get in the rescue boat, because he was determined to finish the exercise.
But due to his injuries The Only Way Is Essex star was told by producers he was not allowed to continue in the celebrity military fitness contest.
He said: “It's something that will f**king haunt me because I just don't fail things. I don't say I'm going to do something and don’t do it, so I was genuinely so hurt, gutted, disappointed, f**ked off and angry at myself.
"To be withdrawn because you're physically unable to carry on for something that was an unfortunate accident, I just found really, really tough."
He added: “My ribs were really bruised and it’s taken time to heal. At the time I felt like I wanted to try and carry on and I'm sure I wouldn't have been able to - they know better than I do."
Wicks - who in 2018 took part in another survival show Celebrity Island with Bear Grylls - has said he hopes to be given a second chance in a future series of Celebrity SAS.
He said: "I'd do it tomorrow if they gave me another chance at the course. I feel like I’ve got unfinished business and I failed as far as I'm concerned. I want to put that right.
"I really think the course would have changed my life. So to leave the way I did just left me quite angry. It’s left more than just a bitter taste in my mouth, I’m truly gutted.”
The first instalment of the seven episode series saw Love Island 2019 winner Amber Gill eliminated.
Celebrity SAS: Who Dares Wins airs on Channel 4 on Sundays at 9pm.
Watch: Pete Wicks on his bad reputation