The former England captain was responding yesterday after images appeared in newspapers and on the internet of an ill-looking Gascoigne after he was apparently found collapsed outside his home in Sandbanks, Dorset.
Gascoigne, who played for Rangers' during their nine-in-a-row Premier League winning run in the late 1990s, was taken by medical staff into a waiting ambulance looking a pale shadow of his former self.
His appearance led to renewed concern throughout the football world and beyond that his well-known problems with alcohol have resurfaced.
Asked at an event to mark the 50th anniversary of Match of the Day whether Gascoigne's former clubs should support him, Lineker, said: "I think ultimately it's got to come from Gazza himself.
"Obviously, I'd say we've supported him over the years. Lots of people have, Tottenham have, his friends have. I wish him well but ultimately it's got to come from Paul now."
His view was backed by the programme's pundit, Robbie Savage, a former Wales footballer. He said: "It's very sad but he's got to help himself.
"He's an absolute legend and it's so sad. We've seen people help, but it's up to Paul now and yes he's got to help himself now."
The star's daughter Bianca Gascoigne thanked well-wishers for their support on social media.