The 54-year-old star had an extremely turbulent relationship with the 'Like A Virgin' hitmaker when they were married from 1985 to 1989, reported Contactmusic.
"You look back and you say, 'What fire did I walk through that I sought out?' This is a fantastic woman, who I have great affection for - Madonna. She had not even toured when we got together. So there was no seeing all that coming. She was a fire, you know? In herself.
"Apart from all that stuff that came with it. But in a marriage? At that time in my life? And, you know, you walk through the fires you have to walk through. And I guess she probably would have described me similarly. The fires that were public were all trivial," he said.