The 35-year-old said he has finally realised he does not want to be a free spirit and has been going through hell since he split with Connolly in April, reported Sun Online.
"Nobody wants to go through a relationship and have kids and think it'll ever break up. I see myself as a failure. It's been devastating for the children," he said.
Keating insists he tried to save his marriage after Connolly discovered his affair with dancer Francine Cornell.
"Yvonne and I drifted apart