The rapper also admitted that fighting for his relationship had been more challenging to go through than his childhood.
The short video called "Footnotes for ‘4:44" is confessional about his rumoured infidelity his wife Beyoncé first talked about on her album "Lemonade".
The 11-minute video features deep conversations about relationships with women and interviews with Chris Rock, Will Smith, Kendrick Lamar, Chris Paul, Jesse Williams, Aziz Ansari, Mahershala Ali and Meek Mill.
"This is my real life. I just ran into this place and we built this big, beautiful mansion of a relationship that wasn’t totally built on the 100 percent truth and it starts cracking. Things start happening that the public can see,” JAY-Z explained about his marriage.
Adding, "Then we had to get to a point of, ‘Okay, tear this down and let’s start from the beginning … It’s the hardest thing I’ve ever done," he continued.
The rapper also admitted that fighting for his relationship had been more challenging to go through than his childhood in Marcy Projects and being shot at.
“What is happening to my body right now? Did I just say … ‘Don’t leave’? All this is new for me,” he said, recalling a vacation with Beyoncé during which he begged his wife not to leave.
The father of three previously released a video titled “Footnotes for ‘The Story of O.J.’” that focused on the black experience in America.