"Even though they are young, it still hurts them," Jon tells In Touch Weekly. "They can't figure it out. They're like, 'Why aren't they together? Why can't you hug her?' The other day, Alexis said, 'I want you and Mommy to be home together.' And it hurts because it's not going to happen -- and how do you explain that? I just let them know we love them no matter what. It's hard. I feel like I failed them."
In June, Jon and Kate announced on their TLC reality show that they were separating, and later in the episode an onscreen graphic disclosed that legal proceedings to dissolve their marriage had begun. Jon tells In Touch he tried to keep his marriage together before deciding to part ways with his wife.
"Yes, I asked, 'What do I have to do to mend the relationship? What did I do wrong?' I was beating myself up about it," he tells the magazine. "So I read a lot of books about personalities, like The Five Love Languages. Throughout the marriage, I felt like my personality had changed a lot. In December, I went to therapy. I asked Kate to come, but she didn't want to. She said, 'If you have a problem, go fix it.'"
Kate released a statement to ET in late June saying, "Over the weekend, Jon's activities have left me no choice but to file legal procedures in order to protect myself and our children."
A new season of "Jon & Kate Plus 8" is underway, airing on TLC on Monday nights. For the full exclusive interview with Jon Gosselin, check out this week's issue of In Touch Weekly, on newsstands now.