He said the affair was a way of "managing my anxieties," multiple media outlets, including CNN, reported.
“Everybody’s life has pressures and disappointments and terrors, fears of whatever, things I did to manage my anxieties for years,” Bill Clinton said.
Bill Clinton was impeached by the House for lying to a grand jury about the affair and obstructing justice. He was acquitted by the Senate, CNN reported.
Bill Clinton had denied the Lewinsky affair during a deposition in a lawsuit brought by Paula Jones, who said Bill Clinton sexually harassed her while he was governor.
He also tried to convince his wife that there was no affair.
Hillary Clinton recounted for the documentary that her husband warned her that a newspaper was going to publish a story about an alleged affair but he assured her there was no relationship, the Times reported.
“He was adamant and he was convincing to me,” Hillary Clinton said.
When her husband confessed, she sat next to him.
“I was just devastated. I could not believe it,” Hillary Clinton said.
She also made him tell their daughter, Chelsea Clinton, about the affair.
Bill Clinton said he has changed since then.
"I am a totally different person than I was. Maybe it is just getting older, but I hope it was also going through a lot of this," Bill Clinton said, according to CNN.
"You know, we all bring our baggage to life and sometimes we do things we shouldn't do. It was awful what I did," Bill Clinton said in the interview, the Times reported.
The couple was interviewed separately for the documentary, CNN reported.