"It's something that had really needed to happen for a long time," Mary Lou Retton said about her divorce

Mary Lou Retton went through one of the hardest moments of her life this year: a divorce.

“I went through a divorce. People don’t know that. It’s the first time I’ve actually said it publicly,” the retired Olympic gold medal-winning gymnast told her pro dancing partner Sasha Farber in PEOPLE’s exclusive sneak peek at Monday’s episode of Dancing with the Stars.

“After 27 years,” she continued about her now ex-husband, Shannon Kelley.

Retton, who wed Kelley in 1990, said they finalized their divorce in February, “so it’s very new.”

Retton, 50, admitted that the separation “was hard.”

“I felt very alone,” she told Farber.

Credit: Greg Mathieson/REX/Shutterstock

Although their marriage came to an end, the athlete and her ex are on good terms.

“It’s something that had really needed to happen for a long time,” she said. “We still love one another, but we weren’t great together anymore.”

Throughout the process, Retton felt alone, but she had the support of the couple’s four daughters: Shayla, 23, McKenna, 21, Skyla, 18, and Emma, 16.

“Thank God for my four girls,” she said. “They loved me unconditionally.”

In the months since Retton joined the reality competition series, she’s learned a great deal about ballroom dancing techniques — and about herself.

“When I walked in here, I knew I was starting over, and I was scared. But now, I know I’m starting over, but I’m excited,” she told Farber. “There’s that mental switch.”

Dancing with the Stars airs Mondays (8 p.m. ET) on ABC.