The former two-weight world champion, 30, has lifted the lid on what it was like for him growing up in Dublin, Ireland.
McGregor, who could face Donald Cerrone after his ban, revealed how he got picked on by bullies on his way home from school.
He said: "I was really young and I had some situations where people would say something or something would happen.
"I remember walking back from school and walking by a load of blokes, some young fellas, I was just a little kid with my school bag on me.
"They started saying something or whatever and I just turned around they came at me so I ran off."
The Irishman claimed he carried a dumbbell in his backpack for protection after that incident.
In a YouTube clip of the film posted by MMA TV, he said: "I had a dumbbell, I took the weights off it and I stuck it in my bag and I always used to walk home with the bag a little bit open, ready to go.
"I was just walking to school with no school books, then walking home with nothing. Just walking with that little bar."
The 30-year-old, who could return to the octagon this summer, explained how this led to him training in the gym.
He added: "Things like this happened a few times, so I thought f*** this I am going to go and train.
"So if someone says something then they're going to know about it, that's how I started."
McGregor has been knuckling down in the gym ahead of his comeback and he has vowed to "literally tear these men apart".
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