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PHOTOS:Anna Kournikova

"I've never really thought marriage would make a difference," he tells Parade. "Maybe it's because I come from divorced parents, but I don't think you love someone more because of a piece of paper. And nowadays, it's not taboo to have kids and not be married. What makes a difference is that you're a good parent, period."

But he did introduce the tennis star, 30, as his wife at a concert in Russia last year. What was that about?

"It was just meant to be sweet in the moment. I honestly didn't mean to confuse people. I thought it'd be easier for the audience to understand than if I said 'my girl.' "