Bill Gates is opening up about his divorce from Melinda French Gates.

In a new CNN interview with Anderson Cooper, the Microsoft co-founder admitted that splitting from Melinda after 27 years of marriage was "a source of great personal sadness."

"It's definitely a very sad milestone," Bill replied, when asked about how he's doing now. "Melinda's a great person and that partnership we had coming to an end is a source of great personal sadness. We are communicating and working on the [Bill & Melinda Gates] Foundation, so that partnership we're going to try and continue."

"Melinda has incredible strengths that she brings that help the foundation be better. We always enjoyed our work together," he continued. "That would definitely be the best thing for the foundation."

Anderson also brought up the point to Bill that outlets like The New York Times and The Wall Street Journal both reported in recent months that Melinda was concerned with Bill's social connection with convicted sex offender Jeffrey Epstein, who died in 2019.

"I had several dinners with him, you know, hoping that what he said about getting billions of philanthropy for global health through contacts that he had might emerge. When it looked like that wasn't a real thing, that relationship ended," Bill said. "But it was a huge mistake to spend time with him, to give him the credibility of being there. There were lots of others in that same situation but I made a mistake."

"It's a time of reflection, and at this point, I need to go forward," he added. "Within the family, we'll heal the best that we can."

ET reported earlier this month that Bill and Melinda had finalized their divorce three months after announcing their split.

As part of the divorce agreement, neither party will pay the other any spousal support, according to court docs obtained by ET. The docs also reveal that Melinda is not planning to change her last name.

Bill and Melinda announced in early May that they decided to end their marriage after 27 years. The two had been married since January 1994 and share three children together -- 25-year-old Jennifer, 22-year-old Rory and 18-year-old Phoebe.

"After a great deal of thought and a lot of work on our relationship, we have made the decision to end our marriage," the pair shared in a joint statement at the time. "Over the last 27 years, we have raised three incredible children and built a foundation that works all over the world to enable all people to lead healthy, productive lives."

"We continue to share a belief in that mission and will continue our work together at the foundation, but we no longer believe we can grow together as a couple in this next phase of our lives," the statement continued. "We ask for space and privacy for our family as we begin to navigate this new life."