The comedian married Britain's Got Talent judge Holden in 1995, but they divorced in 2003. Speaking to RTÉ Ten, Dennis said that he and third wife Claire had sent flowers to Holden and husband Chris Hughes when they lost their baby earlier this year.
Dennis said: "Me and Claire were absolutely gutted for her because it was at a time when we were pregnant as well. We sent our condolences but me and Amanda were a lifetime ago. I don't feel any emotion about it."
He added: "One of my favourite lines in any book is from The Go Between: 'The past is a foreign country. They do things differently there'."
Discussing the birth of his son in April, Dennis defended becoming a father for a second time at 57.
"Someone said to me you must be knackered. Anybody who has kids is knackered," he said. "I saw someone say on a TV the other day is it appropriate for Les Dennis to have a kid at his age? And I thought, you know what? However long I'm here I'll be here for my kids. I can't kick a ball like I could when I was 30 but I can kick a ball."