The motorcycle entrepreneur had several affairs during his five-year marriage with the Oscar-winning actress - including a relationship with Tattoo model Michelle 'Bombshell' McGee, which was exposed in March 2010 - and admits his behaviour was unacceptable and he should have shown Sandra more respect.
During an appearance on 'Piers Morgan Tonight', he said: "I should have done the honourable thing. I should have left her, you know? If I wanted to screw around, I should have, you know, ended it."
Despite his regrets, Jesse - who is now engaged to tattoo artist Kat Von D - is glad to be out of Sandra's Hollywood world because he doesn't think it's very sincere.
Speaking about Sandra's acceptance speeches for her performance in 'The Blind Side' during the awards circuit last year, including the time she was named Best Actress at the Academy Awards, Jesse claims her dedications to him weren't genuine.
Referring to her Oscars speech, in which she said she woke up and reminded herself of how lucky she was to have her husband, he said: "She made that at four different awards shows."
He added: "I think you know, that whole - that, you know, people that have to live in that world."
When asked if he was glad to be out of "that world", the father-of-three said: "100 per cent."
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