EXCLUSIVE: Marc Anthony Breaks Silence, Denies Cheating on Jennifer Lopez

Sept. 1, 2011— -- Ancient Rome had Mark Antony and Cleopatra. We had Marc Anthony and J. Lo. Their end wasn't the famous joint suicide of antiquity, but it has had plenty of drama.

Since Anthony and Jennifer Lopez announced their pending divorce six weeks ago, attention and questions have followed them like a hot spotlight.

Anthony, baffled and angry, denied the tabloid reports that he caused the split by having affairs.

"It was a flight attendant, it was the pilot -- I heard it was this guy sitting next to me in a rehab in Houston. I've heard it all," Anthony told ABC News in his first interview since the announcement.

"People are trying to peg it on things because it was so shocking. It was like, it must have been something…It wasn't something sensationalistic," Anthony said.

The truth was simple, he said. The marriage just stopped working.

"It was a realization on both our parts… It wasn't shocking. These things happen," he said.

When asked if he wanted the divorce, Anthony said: "It's a decision that we made jointly. And that's how I'll answer that."

Anthony said his and Lopez' three-year-old twins, Max and Emme, would not be too harmed by the divorce.

"I'm always going to be Daddy… And they're used to me traveling and Jennifer traveling and, you know, we speak all the time, and try to maintain that presence," Anthony said.

Lopez's success as a judge on "American Idol" enticed tabloids to claim Anthony was jealous and controlling, and that this strained the marriage.

No strain was visible when the couple performed on the show's finale in May, less than two months before they separated.

Anthony agreed and said their connection would endure.

"It's not the end of that. It's not. This is not a funeral. ... This is just two people who came together and just realized … that it wasn't sustainable the way it was, and that's that," he said.

Far from being jealous, Anthony said he had the best of wishes for Lopez.

"I think anybody will tell you how I supported her, from day one. I'm really, really happy for her. … We're going to be in each other's lives for many, many, many years, and I'm glad that our friendship is that strong. … What would make it difficult is if we didn't get along," he said.

"Being Puerto Rican, born and raised on the streets of New York, you go, 'Wow, you're still friends with your ex, man? Really? That's weird.' I don't play that," he said.

Indeed, the two plan to go through with their upcoming Latin talent show, "Q'Viva! The Chosen."

Marc Anthony is a megastar in his own right. He is the biggest-selling salsa artist ever. He has acted in movies, TV shows and on Broadway. He just began touring in support of his new CD, Iconos.

Now he is also a fashion designer. He and Jennifer have each recently unveiled a clothing line for Kohl's department stores.

Anthony is also a minority owner of the Miami Dolphins, which he says is "a dream come true."

"You think about it: Puerto Rican kid, born in East Harlem. We used to sneak into Yankee Stadium … and there was always the possibility in the back of my head, like, We can get thrown out. So there's something about going to the stadium and saying, Ain't nobody throwing me out," he said with a laugh.