McCartney, 64, spoke at a press conference in London for his new classical album, Ecce Cor Meum (Behold My Heart). Asked how he's faring these days, he said, "I'm doing fine. It's okay. I am enjoying music. It's something I love to do. It's something that sustains me."
The new album was inspired by McCartney's late wife, Linda, who died of breast cancer in 1998. "It was started when Linda was alive," he said. "It has a lot of my feelings for her in it.
"When she died it stalled me and it took a year or so to before I could get back into it," he continued. "And the interlude in the middle, the sad melody, is what got me back into it. So her spirit is very much in this. It would have been her birthday yesterday, so it's very appropriate.
The press conference came to an end when a reporter asked about a story that had appeared in the morning's newspapers, apparently quoting McCartney as saying he found it hard to cope with his split from Mills.
McCartney said, "Now wait a minute. You're a little renegade, coming out of the corner here. I haven't read the Daily Mirror today. Have we someone breaking away from the script? I think we have."
Mills and McCartney separated in May after nearly four years of marriage. They have a 2-year-old daughter, Beatrice Milly. They have hired the same attorneys who represented Prince Charles and Princess Diana during their 1996 divorce.