The 42-year-old reality star met the Mysterious Girl singer on I'm A Celebrity...Get Me Out Of Here! in 2004, and they had two children before splitting in 2009.
Price asked Dame Esther Rantzen and Adrian Mills on their That's After Life podcast: "Yeah, I'd love to know [why we split] – I wanna know. I never did anything wrong."
Price and Andre starred together in nine series of their ITV2 reality show Katie And Peter, which they were still filming when they separated. They went on to make separate shows.
TV presenter Dame Esther, 80 said: "That reality show was quite damaging. It got into your relationship and it made you look so dominant and it made him look so gentle.
"And you know how it is with television – the viewers always like the underdog – and it began to look as if Pete was in love with you and trying to do what you wanted and nothing was quite right for you."
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Price replied: "I totally agree, especially towards the end.
"But the way I look at is, it happened, you can't change the past. But it's been a horrific journey since then.
"I'm still here, I didn't actually push the button to commit suicide, that's why I went to get help and I will never, ever let anyone or anything around me ever get me in that state again."
Andre, 48, has never publicly discussed his split from Price in detail and the pair underwent a bitter divorce battle, the details of which must remain confidential after a high court settlement in 2015.
The couple have two children together – son Junior, 15 and daughter Princess, 13.
Andre is now married to doctor Emily MacDonagh, with whom he has two children, seven-year-old daughter Amelia and four-year-old son Theo.
Price has been married twice since she split from Andre: first to cage fighter Alex Reid from 2010 to 2011, and then to Kieran Hayler from 2013 to 2014. She and Hayler share custody of seven-year-old son Jett and six-year-old daughter Bunny.
She also has 18-year-old son Harvey from a brief relationship with former footballer Dwight Yorke.
Price has found love again with 32-year-old Carl Woods.
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