The singer had previously hinted at being unfaithful to his wife of nine years in some of the lyrics on his latest album 4:44.
But now Jay-Z opened up about "infidelity" for the first time in a new interview.
He said it was an ongoing battle to keep their marriage from falling apart.
He said: “You know, most people walk away, and like divorce rate is like 50 percent or something ’cause most people can’t see themselves.
"The hardest thing is seeing pain on someone’s face that you caused, and then have to deal with yourself.
“So, you know, most people don’t want to do that. You don’t want to look inside yourself. And so you walk away.”
Speaking to the New York Times, he said that he blamed his inner demons for his infidelities.
"You have to survive. So you go into survival mode, and when you go into survival mode, what happens? You shut down all emotions. So, even with women, you gonna shut down emotionally, so you can't connect. ... In my case, like, it's deep. And then all the things happen from there: infidelity."
He revealed that Beyoncé refuses to refer to the woman in question by name, calling her only "Becky with the good hair".
He added: "We were using our art almost like a therapy session," revealing that they would play each other their songs with confessional lyrics, which was "very, very uncomfortablel".