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Maria Shriver, Arnold Schwarzenegger

Reed Saxon-Pool/Getty Images

You can't say Arnold Schwarzenegger and Maria Shriver didn't try.

The couple separated in 2011 after 25 years of marriage, shortly after Arnold confessed that he had secretly fathered a son with an employee, Mildred Baena, in October 1997. Arnold and Maria have yet to finalize their divorce, and the actor has often said that he would like to reconcile with the journalist.

Speaking to Howard Stern on Sirius XM Wednesday, the Terminator Genisys star opened up about their split. "I had personal setbacks, but this was without any doubt the biggest setback and the biggest failure. Without any doubt! And not only failure, but you really feel like, 'I am to blame for it. It was me that screwed up.' And you can't point the finger at anyone else," he said. "So yeah, I was disappointed, but it's always easy to be smart in hindsight. The thing was, 'How do you now make the best of that?'"

Arnold has four children with Maria: Katherine Schwarzenegger, 25, Christina Schwarzenegger, 23, Patrick Schwarzenegger, 21, Christopher Schwarzenegger, 17. He is also dad to son Joseph Baena, 17.

Arnold and Maria saw a marriage counselor, but it didn't go well.

"It was the biggest mistake I've ever made because that guy was so full of s--t. He said more crap and more nonsense...It was absolutely, totally counterproductive to our future relationship or to any hope to get together or anything like that. It was just nonsense talk. It was the biggest mistake. Maria talked me into it. I went, and I felt instinctively maybe I shouldn't go because I know I screwed up. I don't have to go to anyone to have him explain to me anything. I apologized to Maria. I apologized to the kids. And I tried to then move forward and say, you know, 'How do we make the best of it? How can I stay friends with Maria so we can raise the family together, even though she moves out?' And I understand all that. And how do I have a really good relationship wit the kids and how do I make them still respect me even though I screwed up in this thing, but they respect me in other things that I have accomplished and done for them or for the family," Arnold said. "And, you know, it has worked out really so well with the help from Maria, with the help of the kids, but not because of the shrink or because of some psychiatrist."

Arnold doesn't have a problem with seeking professional help. "I think that people should get help when they need help. We are not against that," he told Howard. "But in my particular case, it was not helpful."

He praised his four children with Maria, gushing, "I am so proud of them."

Arnold then shared a recent example with the radio host. In the midst of promoting his latest movie in Europe, the actor returned to his hotel room to find that Maria and his kids had sent balloons and presents. "It made me feel really so good. Each one sent a card. Each one sent a little gift. That's the relationship I was really looking forward to that we have after this complicated bump and after this screw-up," Arnold explained. "That's exactly the relationship we have."

How did he keep his family together? "The only way it happens is if all of you work together. So my wife was helpful, the kids were helpful, people around us were helpful, and so I tried to be as helpful as I can with the whole thing," he said. "I was one of the fortunate ones that we have really great, great kids."

Arnold also praised Joseph. "He is terrific and he totally understands the situation. It all has worked out really well. It's a very tough situation for him. It's a very tough situation for my kids, a very tough situation for my family. It's tough for everybody," he said. "But it has happened and now we have to kind of figure it out."