The actress married Branagh in 1989 but divorced him five years later and insisted they would never have gone through with the nuptials if they had received relationship counselling first.
Thompson, who is now married to actor Greg Wise, said: "I wish that in our society we had more of a tradition of really preparing people for marriage.
"There's something to be said for preparation for any long journey. You've got to make sure that the boat is sturdy enough not to fall apart halfway across the water.
"I think if Kenneth and I had had counselling before we got married we might well have thought twice about it."