07/19/2011 AT 05:30 PM EDT
Hugh Hefner says he was "okay" with Crystal Harris's decision to back out of marrying
him at the last minute. In fact, he considers it a blessing in disguise.
"Holly [Madison] suggested that I missed a bullet, and I think it's probably true," he told ET
. "Quite frankly, I don't know what I was thinking about. I think my natural state is single. I've tried marriage twice, not successfully. These were not the happiest times of my life."
Even so, Hefner, 85, was confused when Harris, 25, dropped the bomb.
"Birthday cards were filled with messages of forever," he says. "'You're the man of my dreams, I'll love you for the rest of my life.' There was no clue [she wanted to split] … I didn't see any of this coming."
"If you're having reservations about the person you've been with for two-and-a-half years, the logical thing is to sit down and talk about it," Hefner continues.
Harris's out of left field decision causes her ex-fiancé to wonder if reports of another man
in the picture are in fact true.
"I think in retrospect, there's something more to this than we all know that will come to light in time," he says. "If Dr. Phil's son is involved, that's certainly only part of the picture."
An inside look into what went wrong with what was one of the most anticipated weddings of the year can be viewed Tuesday night on Lifetime's Hef's Runaway Bride