The glamour model told Woman's Hour on BBC Radio 4 that Andre thought she was sleeping with her horseriding tutor.
"I never wanted to split up with him," Price said.
"I never did. It's just unfortunate that he thought I was having an affair with my riding instructor and that's why we split."
She continued: "He always says, 'Oh, I can never say why', because he knows he's married with his family and he knows if he does say it, we'll all jump on the bandwagon and say, 'Well prove it'. What do you think, it's all nonsense.
"Anyone who loves horses they know when it's your passion you can't get away from it. And when you've got dressage horses like mine, they're like athletes."
Price added: "They need to be trained properly, they have to have a certain diet, they have physio you can't just have anyone ride the horses, they're specialised in what they do.
"But because I'd come home happy and be like, 'I'm going to go riding, and I'm happy', he thinks I'm happy because I'm with him and it wasn't the case at all. I'm happy because I'm riding, doing my passion. So, it's sad really."
In 2010, Andre admitted that he was not happy about Price's relationship with married horse trainer Andrew Gould.
"I did ask her to move her horses or get a new instructor." he said. "She didn't. It was no secret among our friends that I was unhappy."
Gould later denied being romantically involved with Price.
It was claimed last year that Price's ongoing friendship with Gould upset her then-husband Alex Reid.