"I'll tell you that it wasn't something sensationalistic happening," Anthony, 42, tells ABC News.
Asked about reports their seven-year marriage ended because of infidelity, Anthony says "absolutely not."
"It was a realization on both our parts. So you know it wasn't shocking. These things happen," he says. "It was a decision that we made jointly."
Anthony says that he'll continue to work on his reality show Q'Viva! The Chosen co-starring his now estranged wife.
"This is not a funeral. This is not a burial," Anthony says. "This is just two people who came together and just realized – and so I'm saying that it wasn't sustainable the way it was, and that's that."