Former President Bill Clinton opened up about his affair with Monica Lewinsky in the new Hulu series, Hillary, and said the relationship was a way to “manage my anxieties.”

Hillary is made up of four hour-long documentary episodes about Hillary Clinton‘s life. The third installment, called “The Hardest Decision,” recounts the aftermath of the former president’s affair with Lewinsky, who was then a 22-year-old White House intern.

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“We all bring baggage to life, and sometimes we do things we shouldn’t do, and it was awful what I did,” he said in the series. He said he cheated with Lewinsky because he said life felt like “a 15-round prize fight that’s been extended to 30 rounds, and here’s something that will take your mind off it for a while.”

“Nobody sits down and thinks, ‘I think I’ll take a really irresponsible risk,’” he said. “It’s bad for my family, bad for my country, bad for the people who work with me.”

The documentary explains that when the news first broke, Bill tried to deny it.

“He said, ‘There’s nothing to it. It’s not true. I may have been too nice to her, I may have paid her too much attention … but there was nothing,’” Hillary said.

But, eventually Bill had to come clean.

“I went and sat on the bed and talked to her. I told her exactly what happened, when it happened,” he said in the documentary. “I have no defenses, it’s inexcusable what I did.”

“I just could not believe it. I was just so personally hurt,” said Hillary in the doc. “And I said, ‘If this is going to be public, you’ve got to go tell Chelsea.” Bill said that telling his daughter was the hardest part because he “just hated to hurt her.”

The director, Nanette Burnstein, spent 40 days interviewing the Clintons and other political figures for the docuseries. Critics have said the series should’ve included comments from Lewinsky or that Clinton should’ve apologized to her.

“I feel terrible about the fact that Monica Lewinsky’s life was defined by it, unfairly I think, over the years I’ve watched her try to get a normal life again,” he said in the series.

The series premiered on Hulu on Friday. Watch the trailer above.