'It's just unfathomable. You can't explain it,' Fergie adds.
'And when I went up that aisle, I had - I married my man.'
Fergie and Andrew wed at Westminster Abbey on July 23, 1986. The couple lived an intense romance, with the prince proposing after only a short time dating Sarah.
Sarah and Andrew separated in 1992 after just six years of marriage and divorced four years later.
The former couple share two daughters - Princess Beatrice and Princess Eugenie.
Recently, Sarah and Andrew have been spotted together on several occasions leaving royal fans urging the two to get back together.
The 59-year-old mother-of-two sent fans into overdrive earlier this year when she shared a gushing snap of the former couple laughing at the Royal Ascot alongside their eldest daughter Beatrice at Royal Ascot on Friday, captioning: 'Great day with my family.'
Fans flocked to the post, calling for the two to get back together.
'Just get remarried already,' one royal fan advised.
'I love these two - why don’t they get remarried ❤️❤️,' another added.
A body language expert also commented on the overly friendly demeanour of the former flames.
Robin Kermode, a body language expert and communication coach, told Daily Mail: 'It's a real shared moment of fun.
'Prince Andrew’s comment has brought pearls of laughter from both women. Both are clearly relaxed and happy.'
Fergie continues to live at Andrew's home at Royal Lodge in Windsor, where she has her own rooms along a separate hall. In 2014, the pair bought a £13million chalet in the ski resort of Verbier together.
While both have been in relationships since splitting in 1992, neither Andrew or Fergie have come close to remarrying.