The actress dated the sports star for four years before they wed in 1997. The marriage ended in divorce and Shields went on to settle down with TV writer Chris Henchy.
They have two children together and recently celebrated their ninth wedding anniversary (04Apr10).
And the beauty is sure her past problems have helped make their marriage work.
Shields tells Britain's Easy Living magazine, "I married Chris for all the right reasons and there was no fear. Those are two things I think did not happen with my first marriage. I was afraid that if he (Agassi) left me, or if I didn't have him in my life, everything was going to crumble.
"I had a safety net. I don't think that was the healthiest way to go into a marriage for me. I went into this marriage (with Henchy) with a tremendous amount of freedom. Those are things I recognised and knew that I wanted for the rest of my life."