He went on to say: "Sex can be kind of confusing when you're just being sexually active with anybody. We went there."
"I probably would have saved myself for marriage," he said.
Bieber dated fellow pop star Selena Gomez and had flings with other women before he married Baldwin in September 2019.
Previously they had a brief relationship before splitting in 2016, and the couple got engaged in 2018.
The married couple are devout Christians and they talk openly about their faith on their social media accounts.
The comments come after Hailey shared how she felt "ridden with guilt" after she married Justin, and says she struggled to see him go through his health battle. Bieber was recently diagnosed with Lyme disease.
She said in the interview with Hillsong Channel's Natalie Manuel Lee: "We all wish there were things we had never done and we all wish that there were decisions we didn't make and mistakes we didn't make but what I learned being married is that every mistake that I made and every bad decision I made - everything I was making myself feel guilty for - actually led to me getting married and it led to me being a wife.
"We went through a lot in the first six, seven months of our marriage. There was a lot going on with Justin's health and for me, taking on a responsibility like that was tough but I also know that God would never put me in a situation that I couldn't handle."
