In the interview with John Quinones of "Nightline," Anthony talked about tabloid speculation on what led to the demise of the high-profile union.
Tabloids have claimed Anthony was unfaithful, but he told Quinones that the truth is the union no longer worked. He also said the decision to split was a mutual one.
The two announced their breakup in July after being married for seven years. They have 3-year-old twins named Max and Emme.
Anthony said he wants to move forward with his life and career. He described his situation as "not a funeral, not a burial."
Part of the interview aired on Thursday's "Good Morning America." The full interview was scheulded to air Thursday night on ABC's "Nightline" at 11:30 p.m. PT.