"Come home. Tell people where you are," Drew Peterson said on NBC's "Today."
Stacy Peterson was last seen Oct. 28. Authorities say the case is a potential homicide investigation and have identified her husband, a 53-year-old police sergeant in the Chicago suburb of Bolingbrook, as a suspect.
Peterson denied that he harmed his 23-year-old wife or had anything to do with her disappearance, saying that "she found somebody else, those were her words." He also said he had no plans to help search for her because he thought she left willfully. He also said he was a "media sensation" and would attract attention that could harm the search effort.
"Why would I look for somebody who I don't believe is missing? She's just gone. She's where she wants to be," Peterson said.
The interview aired a day after the body of Peterson's third wife, Kathleen Savio, was exhumed in Illinois.
Savio was found in the bathtub, her hair soaked in blood from a head wound. A coroner's jury ruled the 40-year-old's death was an accidental drowning, even though there was no water in the bathtub. Investigators had theorized the water had drained out, but now say evidence suggests that someone killed Savio and tried to make it look like an accident.
Investigators might have to wait several weeks for the results of an independent analysis on the body of Kathleen Savio, reports CBS station KBBM-TV.
Peterson acknowledged that there were mysterious circumstances surrounding Savio's death, but said he didn't know what, if anything, the exhumation would accomplish.
"It's a shame her rest in peace has to be disturbed for something like this," he told NBC.
Peterson described his relationship with both women as troubled, saying both came from troubled homes and struggled with depression. But he denied involvement in either case.
"I can look right in your eye and say I had nothing to do with either of those incidents," he said.
Peterson has been relieved of duty and placed on suspension without pay pending completion of an internal affairs investigation and hearing.