The 27-year-old rapper dated the 'Problem' hitmaker for six months until April this year and was previously engaged to the 'Glee' actress before going their separate ways in April 2014, but he doesn't regret his time with either of the stars.
He said: ''It's no mistakes in life - only lessons.''
And the 'Dark Sky Paradise' rapper insisted his personal life is never ''planned'' and he is just living his life.
He told 'Entertainment Tonight': ''Man, you know, I don't plan relationships. They just happen.
''That's all it is. I'm just... I'm just living it. It's no, it's no God, it's no script. You know, we just out here doing what we doin'. Feelin' it out.''
Ariana, 21, recently admitted she is tired of being referred to as ''Big Sean's ex'' and gets frustrated that she is always quizzed about her relationships.
She wrote in an essay she shared on Twitter: ''Being 'empowered'.... is not the same as being a 'b***h'.
''HAVING SOMETHING TO SAY.... is not the same as HAVING A BAD ATTITUDE. What I meant when I said what I said about not being Sean's ex is that I am tired of living in a world where women are mostly referred to as a man's past, present, or future PROPERTY / POSSESSION. I... do not. belong. to anyone. but myself. and neither do you.(sic)''
There are currently five separate teams working on 'Game of Thrones' projects at HBO.
She's a big fan of the band and this week she got to perform with them.