The 48-year-old actress was discussing Laura Wasser's new book, "It Doesn't Have to Be That Way: How to Divorce Without Destroying Your Family or Bankrupting Yourself" when she decide to open up about her own divorce experience.
Shields, who divorced the tennis player in 1999, said that the two were once discussing their breakup when he told her, "Be happy we don't have children or I would not have made this easy for you."
"And therein lies why I'm not there anymore," she added.
In an autobiographical book published by Agassi after the divorce, the tennis player opined he never should have married Shields in the first place.
The "Lipstick Jungle" star is currently married to television writer Chris Henchy. The couple has two daughters, Rowan and Grier.