While co-hosting NBC's "Today" show, Shields discussed her 1999 split from the former tennis pro during a segment on divorce, the Los Angeles Times reported Friday.
"I am divorced and mine was very quick and relatively easy," Shields said, "but it was an interesting thing because [Agassi] quote unquote, did say to me, 'Be happy we don't have children or I would not have made this easy for you.'
"Therein lies why I'm not there anymore," she added.
The former child model said she didn't entirely regret her first marriage of two years.
She said she became "individualized from my mother ... There was a lot of confidence I needed to gain and I was able to do that through my first husband," she said.
Shields married her second husband, TV writer-producer Chris Henchy in 2001. They have two daughters together.
Agassi married fellow tennis pro Steffi Graf in 2011. They have a son and daughter.