EW.com reported James made the comment on TV's "Nightline" about two months after Bullock left him upon learning he was unfaithful to her.
"I still really love her and care about her," he said. "I knew I would get caught eventually and I think I wanted to get caught."
EW.com said James also confessed he knows Bullock will go through with the divorce.
The actress has been keeping a low profile since allegations became public in March that James, her husband of nearly five years, cheated on her with several different women. The claims were made shortly after Bullock won her first Oscar for her starring role in "The Blind Side."
The couple quietly adopted an infant named Louis in January. Bullock discussed the adoption for the first time last month when she also confirmed she had filed for divorce from James.
Swim Week Miami Beach 2014 [PHOTOS]