The Cantopop duo, who are currently focusing on their careers in mainland China, made the rare revelations in a recent talk show with Chinese host Chen Luyu.
Choi, 39, said on the show that she did not regret marrying Cheng, now 49, even though their marriage ended in divorce.
They met on the set of the 2004 movie Hidden Heroes and had a hush-hush wedding in Los Angeles in 2006, but split in 2010.
"There was no regret, as I really was in love," Choi told Chen, who is also known as China's Oprah Winfrey.
"But I don't know the answer, if you ask me now if I will marry again. It does not mean I have not found someone I love, but I have a different view of marriage now."
Choi is currently in a stable relationship with "Mahjong Prince" Anthony Shek. They started dating in 2017.
Chung, 40, also revealed for the first time the reason for her separation from Taiwanese aesthetics doctor Michael Lai.
Lai had announced in May last year that they had split up after less than two years of marriage.
Chung said on the show that she married him because she liked his family very much. "His family atmosphere is very good, his parents are highly educated and they are a happy family."
However, she and Lai quarrelled frequently during the marriage, and they later reluctantly ended things due to their incompatible personalities.
"When we divorced, I cried a lot as I missed his parents," Chung revealed.
On the issue of children, Chung said that she hopes to have a child to accompany her when she is old, but she will not mind if she is childless.
Choi said she does not have any plan to have children for now.
"When you love a person very much, you enjoy the time spent together," she said of her relationship with her boyfriend.
"When the time spent between two persons is so good, you won't want to give birth to a person to destroy it." – The Straits Times/Asia News Network
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