The couple split in 2008 after eight years of marriage and were granted a quickie divorce only one month later.
The Sherlock Holmes: A Game of Shadows director confessed that while he often struggled with the drama of the high-profile relationship, he is glad for the positive things which came from it, like their 11-year-old son, Rocco.
"I enjoyed my first marriage. It's definitely not something I regret. The experience was ultimately very positive," Ritchie explained in a new interview with Details.
"I love the kids that came out of it, and I could see no other route to take. But you move on, don't you? You're right, I stepped into a soap opera, and I lived in it for quite a long period of my life. I'll probably be more eloquent on it 10 years from now."
Ritchie added that his marriage to Madonna changed his outlook on life, explaining: "When you end up with a lot of the things you set out to chase and find that you've stumbled into all sorts of hollow victories, then you become deeply philosophical.
"I'm quite happy that that experience was accelerated for me. I'm glad I made money, in other words. And I'm glad I got married."
In September, Ritchie welcomed a son with girlfriend Jacqui Ainsley.
Watch the trailer for Sherlock Holmes: A Game of Shadows below: