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Patrick Dempsey's marriage is sacrosanct.

So, when his wife Jillian Dempsey filed for divorce after 15 years of marriage in January 2015, his world turned upside down. So, he left ABC's Grey's Anatomy in April to focus on his film career—and, more importantly, keeping his family together. As he filmed Bridget Jones's Baby with Colin Firth and Renée Zellweger in London (in theaters Sept. 16), the actor admits he never gave up hope that he and Jillian would reconnect. "Our marriage was not something I was prepared to let go of," he says People's Sept 19 issue, on newsstands Friday. "I didn't feel like we had done all the work. And we both wanted to do that work. That's where it started."

Knowing his marriage could end was a "scary" feeling, he admits. "It's always destabilizing when you're potentially breaking up a family or you have a big section of your life that's ending."

Patrick and Jillian, both 50, are parents to daughter Tallula Dempsey, 14, and twin sons Darby Dempsey, 9, and Sullivan Dempsey, 9. They began couples counseling after the divorce filing, which Patrick says was "very important" to giving them a "new beginning."

"We decided it was time to get in there and work on our individual issues and our issues as a couple," he says. "I wasn't prepared to give up on her and she wasn't either. We were both committed. We both wanted to fight."

Patrick Dempsey, People

Jeff Lipsky

Through therapy, Patrick realized, "Everybody has their own path. Jill and I decided it was time to work on our issues and improve." Today, their marriage is "much healthier" than it ever was, "because we're a lot more conscious of our individual needs," he explains. "We want to be role models for our children—if you have differences, you can work them out."

The actor also realized he needed to make certain sacrifices. "I always struggled with the question of sacrifice. But I became frustrated with the lack of quality of experience in my life. I wanted to get to that deeper level, and not just skirt the surface. You can only do one thing at a time and do it well," he says, noting that he had to "slow down a bit in order to get focused and find out what it is that I want."

In addition to leaving Grey's Anatomy, he also began to pull back from one of his favorite pastimes: car racing. "I [learned] to prioritize," Patrick says. "Our union has to be the priority." During their brief break, "I spent a lot of time alone," he admits. "I was coming out of a show that had been my identity for so many years, and Jill and I were transitioning. It was really a time of introspection."

So, how does the couple keep their marriage strong today? "You've got to keep at it," he tells People. "You've got to communicate, and stay open and not get lazy. And not give up. And lots of sex!"