McCartney and Mills were married in 2002, and separated in 2006, before divorcing in 2008.
See more photos of Paul McCartney:
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PARIS, FRANCE - MARCH 09: (L-R) Paul McCartney and Kanye West attend the Stella McCartney show as part of the Paris Fashion Week Womenswear Fall/Winter 2015/2016 on March 9, 2015 in Paris, France. (Photo by Pascal Le Segretain/Getty Images)
LOS ANGELES, CA - FEBRUARY 08: Recording Artists Paul McCartney and Kanye West perform onstage during The 57th Annual GRAMMY Awards at the STAPLES Center on February 8, 2015 in Los Angeles, California. (Photo by Larry Busacca/Getty Images for NARAS)
TOKYO, JAPAN - MAY 15: Paul McCartney is seen upon arrival at Haneda Airport on May 15, 2014 in Tokyo, Japan. (Photo by Jun Sato/GC Images)
English musician Paul McCartney performs during the opening concert of his 'Out There' tour on April 19, 2014 in Montevideo. AFP PHOTO/ Miguel ROJO (Photo credit should read MIGUEL ROJO/AFP/Getty Images)
British music legend Paul McCartney (C) introduces a robot to fans upon his arrival at the Haneda airport in Tokyo on May 15, 2014. McCartney is to play Tokyo's Nippon Budokan Hall on May 21, marking his first return to the venue since appearing there with The Beatles in 1966. AFP PHOTO/Toshifumi KITAMURA (Photo credit should read TOSHIFUMI KITAMURA/AFP/Getty Images)
LOS ANGELES, CA - APRIL 6: Musician, Paul McCartney attends the Los Angeles Lakers game against the Los Angeles Clippers at Staples Center on April 6, 2014 in Los Angeles, California. NOTE TO USER: User expressly acknowledges and agrees that, by downloading and/or using this Photograph, user is consenting to the terms and conditions of the Getty Images License Agreement. Mandatory Copyright Notice: Copyright 2014 NBAE (Photo by Andrew D. Bernstein/NBAE via Getty Images)
LOS ANGELES, CA - APRIL 06: Paul McCartney (R) and Nancy Shevell attend a basketball game between the Los Angeles Clippers and the Los Angeles Lakers at Staples Center on April 6, 2014 in Los Angeles, California. (Photo by Noel Vasquez/GC Images)
LOS ANGELES, CA - FEBRUARY 08: (L-R) Recording artistis Paul McCartney, Rihanna and Kanye West perform 'FourFiveSeconds' onstage during The 57th Annual GRAMMY Awards at the at the STAPLES Center on February 8, 2015 in Los Angeles, California. (Photo by Kevork Djansezian/Getty Images)
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Watch the full interview with Mills when Oprah: Where Are They Now? airs this Saturday at 10pm ET/PT on OWN.