Oscar De La Hoya is opening up about why he checked himself into rehab -- claiming he was abusing cocaine and alcohol, cheating on his wife ... and even considering suicide. The boxing icon spoke with Univision -- saying, "There were drugs, my drug of choice was cocaine and alcohol. Cocaine was recent. The last 2 years, last 2-and-a-half years and I depended more on the alcohol than the cocaine." De La Hoya says he's been sober for three months -- but he's still undergoing treatment. He also says he's joined Alcoholics Anonymous. The boxer says he thought about killing himself, but ultimately decided he did not have "the strength" and "courage" to do it. Oscar also revealed that he cheated on his wife -- explaining, "We are obviously not talking Tiger Woods here, but I was unfaithful."