Drew Peterson Talks About Wife's Disappearance, Grief on FOX News

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The former police sergeant who remains a suspect in his 24-year-old wife's disappearance told FOX News on Friday that he grieves over her absence and tells their kids she's on vacation.

"You do what you can," Drew Peterson said outside his Bolingbrook, Ill., home. "I'm not going to hide in the corner and cry about it. I personally grieve over it, but I do that all on my own."

Peterson, a suspect in Stacy Peterson's disappearance, spoke exclusively to FOX News about his fourth wife's recent birthday and spending the holidays without her.

"The younger ones believe she's on vacation but the older two boys, they know she's missing," Peterson said. "The little ones are missing their mom."

• Click here to watch the exclusive interview.

Stacy Peterson was reported missing on Oct. 29 after she failed to show up at a friend's house. Peterson has two children with husband Drew. The older children are from a previous marriage.

Peterson denies any involvement and claims that she left him for another man.

Peterson, wearing a brown leather jacket and gloves, also responded to a Chicago radio station's decision earlier this week to back out of a dating game featuring the former police sergeant and three bachelorettes.

"The radio station chickened out," he said.

The radio station, Chicago's WJMK-FM, had planned to offer listeners the chance to "Win a Date With Drew Peterson" on Thursday on the "Steve Dahl Morning Show." Peterson accepted the invitation to participate.

"The ladies are coming back around," Peterson said Wednesday on the show.

But Peter Bowen, station's general manager told FOX News late Wednesday that there would be no contest.

Joel Brodsky, Peterson's attorney, called in to the show on Wednesday and pitched the dating game idea.

"I think we're probably going to send a chaperone on the date just to be on the safe side," Dahl said, adding that he was "kidding."

Peterson cut the interview short when he was asked about reports of a blue barrel that disappeared from his home the day after Stacy disappeared.

A body language expert analyzing Peterson's interview said he appeared arrogant.

"You have to wonder how he can have this one side of him that's happy-go-lucky that his wife is missing, and the complete arrogance on the other side," said Tonya Reiman.

Stacy Peterson's family believes her husband was involved in her disappearance.