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An Illinois police officer who resigned after being named a suspect in the disappearance of his fourth wife said Wednesday she had asked him for a divorce — but he thought it was due to hormones.

Drew Peterson told NBC's "Today" that his wife fell into a deep depression after her sister died of cancer, and had been taking medication. They often had fights after that, he said.

"I'm not trying to be funny, but Stacy would ask me for divorce after her sister died on a regular basis," Peterson said. "It was based on her menstrual cycle."

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Click here for Reporter's Notebook: Drew Peterson's Third Wife Exhumed, Media Reports Outside Cemetery.

Peterson believes his wife has left him for another man, and said he has no plans to look for her because he thinks she left willfully.

"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 told NBC.

The interview aired a day after the body of Peterson's third wife, Kathleen Savio, was exhumed in Illinois as authorities look for clues about how she died. Peterson's brother was subpoenaed Tuesday to testify before a grand jury, according to Illinois State Police.

Savio was found dead in her bathtub in 2004, her hair soaked in blood from a head wound, just before the couple's divorce settlement was finalized. The death was ruled an accidental drowning, but investigators now say evidence suggests that someone killed Savio and tried to make it look like an accident.

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Peterson downplayed any similarities between the two cases, but said his relationships with both women were troubled. Both suffered from emotional problems, he said, but were beautiful and exciting when he first met them. He denied he had anything to do with the two cases and said he never was abusive toward Stacy Peterson, despite family members' suggestions otherwise.

"I can look right in your eye and say I had nothing to do with either of those incidents," he said.

Peterson acknowledged 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.

Stacy Peterson's family has said she feared her husband, was making plans to divorce him and would not have willingly left her children. Savio's relatives have long suspected she didn't drown accidentally.

Peterson, who has been suspended without pay pending an internal investigation, said he agreed to the interview because he believed both women's families and the media were targeting him.

Peterson lashed out at reporters camped outside his Bolingbrook, Ill. home, saying he and family members have been forced to sneak his teenage sons in and out of the house to attend school.

"I think my silence has basically painted me guilty in the media," he said.

He said he's told his two youngest children — aged two and four — that "basically, mom has gone on a vacation."

Meanwhile, Peterson asked for legal help, saying defending either case would likely cost $250,000.

"I'm reaching out to attorneys of America for help, if anybody would like to take my case and help me out here, please call," he said. "Let me know what you can do for me, help me out."

He also asked his wife to return: "Come home," he said. "Tell people where you are."