Although the 48-year-old director is now happily married to Jacqui Ainsley, 35, he admitted that his divorce from Madonna, 58 - the mother of his sons Rocco and David - in 2008 was tough.
He told the Mail on Sunday's Event magazine: "A marriage breakdown is a death. That is all I can say. Now I just want to say positive things about her. I don't regret being married to her, I don't, you know, not in the slightest.
"She's a wonderful mother and has been very good to the kids, and her new kids, the twins, will have a wonderful education and receive lots of love. No one could say anything negative about that."
Meanwhile, Rocco was arrested for possession of cannabis at the age of 16 last year and Guy admitted he had taken drugs when he was a teenager but does not condone it.