The former Arsenal man took to his personal social media accounts to issue a message to Tonali, who is currently being investigated regarding alleged illegal betting activity.
The 23-year-old was sent home from international duty last week when the claims first emerged, with it now being confirmed the Italian Prosecutor's Office and Italian Football Federation (FIGC)are looking into the matter.
Tonali's agent,Giuseppe Riso, has commented on the situation involving Newcastle's recent £55 million ($66m) signing, where he outlined his client is suffering with an addiction. "Sandro is playing an important game against gambling addiction - he will win this one too," he said.
"I'd like to thank Newcastle who have always stood by Sandro. He is in shock, shaken and sad. I hope that this experience saves his life and that of many others, that it helps those who fall into the same habit as him."
Speaking on his personal X account, Merson, who has struggled with addiction himself, sent the following message to the Newcastle midfielder. He said: "Just want to wish Sandro Tonali all the best from this horrible addiction.
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"I hope FIFA and everyone else goes easy [on Tonali] and to understand this is a illness and to stop throwing out big bans and to help people get help.
"I understand if someone is playing in a game and is betting on the other team a ban should imposed, but people need HELP.
"I have had people say to me have some will power and I say next time you have the s**** stop it with will power… by banning people, [it] stops people asking for help. Please show some understanding."