"One of the highlights of all time was working with Natalie on a 'Cat on a Hot Tin Roof' … I loved her very much," Wagner, 81, said at Tuesday night's event, according to the Treasure Coast Palm website, TCPalm.com.
The website also reported that a projector screen behind the actor showed him and Wood cutting his 30th birthday cake.
Wagner and Wood honeymooned in Stuart in 1957.
Today was the first time the actor was appearing in public since police re-opened an investigation into Wood's drowning death, the website TMZ reported.
Wood died Nov. 29, 1981 while she was boating with her husband, Robert Wagner, and actor Christopher Walken, off Catalina Island in California.
Even though the couple had reportedly argued that night, there was no determination of foul play following Wood's death. The Los Angeles County coroner's office said the actress could have slipped and fallen into the water while trying to secure a dinghy to the boat.
The official cause of death was determined to be accidental drowning, but because there has been little concrete information about the circumstances surrounding the events of that night, speculation has been rife and the case remains one of Hollywood's longest-running mysteries.
Several people have recently come forward and claimed that they believed Wagner had something to do with Wood's death. Police re-opened their investigation last month, but have said the actor is not considered a suspect.
Wagner, who has appeared in several films and TV shows, including "Hart to Hart," has always maintained that there was no foul play involved in his Wood's death.
He and the actress had been married to each other twice, and reportedly had a volatile relationship.
Wagner was joined onstage tonight at the Lyric Theater in Stuart, Fla., by his wife, actress Jill St. John. She read him audience questions, and he talked about working with some of Hollywood's greatest stars, TCPalm.com reported.
The retrospective, titled "A Conversation with Robert Wagner," continues at the Lyric Theater tomorrow and Thursday.