Drew, 53 and a police sergeant in the Chicago suburb of Bolingbrook, just resigned after being named a suspect in the disappearance of Stacy, his fourth wife. Stacy, 23, was last seen October 28, and authorities are now calling the case a potential homicide.

Peterson says he believes his wife has left him for another man, and so has no plans to look for her. "Why would I look for somebody who I don't believe is missing?" he told NBC's "Today" this week. "She's just gone. She's where she wants to be."

Also, Drew said Stacy had asked him for a divorce, but he wrote it off as a case of female hormones in overdrive. "I'm not trying to be funny, but Stacy would ask me for divorce after her sister died [of cancer] on a regular basis," Peterson said. "It was based on her menstrual cycle."

Speaking of asking for a divorce, the interview aired a day after the body of Peterson's third wife, Kathleen Savio, was exhumed in Illinois as authorities look for clues about how she died.

Savio was found dead of a head wound in her bathtub in 2004, just before the couple's divorce settlement was finalized. The death was ruled an accidental drowning, but investigators now say evidence suggests foul play was involved.

On "Today," Drew had a message for Stacy: "Come home," he said. "Tell people where you are." We've got a message for Drew: Good luck.