Peterson and Savio's divorce proceedings were made final in 2002. Savio then wrote to Illinois assistant state attorney Elizabeth Fragale, expressing fears that Peterson might kill her.
Peterson discovered Savio's body in her Illinois home while married to his fourth wife, Stacy Peterson.
"I heard screaming upstairs and her friend Mary went upstairs and she was dead in the bathtub," Peterson said. "I checked for life signs and I knew at that particular time I didn't belong there, so I called for additional police units to show up and take charge of the scene."
An autopsy revealed Savio had fallen into the bath and drowned. Once Stacy Peterson went missing, police exhumed Savio's body and concluded she had been murdered.
Peterson has said Stacy decided to leave him in 2007 for someone else.
"She said she was leaving," Peterson said. "She found somebody else. She'll be gone for a while."
Police investigating her disappearance found an e-mail to friends written before she vanished in which she confided to being in a "controlling, manipulative and somewhat abusive" relationship.
Peterson has said "that doesn't even sound like something she would say," adding, "I really question the origin of that e-mail."
Stacy's friend Pam Bosco claims to have been told by Stacy, "I love you. If anything happens to me, he killed me. It wasn't an accident."
ABC News' Martin Bashir, Eric Johnson and Katie Escherich contributed to this report.