The Oscar winner, who has two kids with the Forrest Gump star, admits the truth came out during the couple's divorce proceedings in 2010.
He tells Esquire magazine, ""There is no shame in saying that we all want to be loved by someone. As I look back over my life in romance, I don't feel I've ever had that. I have been the only one that was unaware of the fraud in a few of these circumstances blindly.
""When you get divorced, all the truths come out, you sit there and go, 'What the f**k was I doing? What was I doing believing that this person was invested in this way?' Which is a fantastically strong humiliation in the best sense.
""It can make somebody very bitter and very hard and closed off, but I find it does the opposite to me.""
And Penn admits his efforts in Haiti, where he has been working tirelessly to rebuild areas devastated by the 2010 earthquake that rocked the nation, helped to keep his mind off the breakdown of his marriage.
He adds, ""You had a country that had never experienced anything that related to comfort, and out of that you had great trauma - but also this great strength that, I think, we all benefited from.""