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.
He said: "Hallucinogens was what I was interested in, so mushrooms, LSD, and smoking a lot of weed. But it runs its course, and then one day I was all done. By the age of 19 I was finished with drugs."
"It was a shift in consciousness. It's a dirty world out there. Everyone's got a bucket that can accommodate a certain amount of filth and eventually my bucket got filled."
"They were things I began to find repugnant for the soul and the psyche. I could no longer entertain anyone who was up to some form of shenanigans."
"It's a world full of people having to dodge the law, but my intolerance of filth now is so unambiguous, and for that I'm grateful."
"It's simple: I don't condone anything that's illegal or dangerous. I'm not ambiguous about that. If you live in one of the busiest, most sophisticated cities in the world there is an endless deluge of opportunities and temptations."
"Everyone has to go on their own journey to navigate their way past that gauntlet."