Anthony tells ABC's "Nightline" that the crumbling of their marriage "wasn't something sensationalistic."
Tabloids have claimed Anthony was unfaithful, but he says the truth is the union no longer worked. He also says the decision was mutual.
The pair announced their split in July after seven years of marriage. The couple has 3-year-old twins named Max and Emme.
Anthony says he wants to move forward with his life and career. He summarizes his situation as "not a funeral, not a burial."
Part of the interview will air on Thursday's "Good Morning America." The full interview will air Thursday night on ABC's "Nightline."