The 63-year-old singer admitted it was an "immense relief" not to be subjected to daily media scrutiny after the group split in 1986, even though he hadn't "helped" himself with his exploits at the time.
"I'd had a very antagonistic relationship with (the press) for a while," he told told the Sunday Times Culture magazine.
"I had done inadvisable things and been photographed doing them — nothing that would land me into the clutches of the police, but boisterousness at an inadvisable level.
"A bit of sex, a bit of rock'n'roll, but, at that point, no drugs. Yet I had always felt my private life was my business — celebrity was extremely unwelcome."
Asked if the end of Wham! was a relief in that respect, he replied:"Very much. I was glad to get away from it. It was an immense relief when it wasn't a daily thing — but I hadn't helped myself."
Ridgeley's bandmate George Michael - who died in 2016 - was more cautious in his dealings with the media, because of his career ambitions and because he kept his sexuality secret until 1998.
"George understood that he needed the press and was conscious they would be a part of his career — even though he had a natural disinclination to allow the world into his personal life," he said.
"He knew it would be unwise to have the same relationship with the press I did, but I didn't give a shit. It wasn't important for me to have fame."
The I'm Your Man hitmaker reflected on Wham!'s famous tour of China - which is captured in a new documentary - and admitted he mainly misses spending so much time with his "best friend".
Discussing the "particularly poignant" moments in the Wham! 10 Days in China film, including them squabbling about a speech they gave at a banquet held in their honour, Ridgeley said: "He gave a really good, measured speech, while mine was pompous.
"I remember he stood behind me giggling because he could not believe what an idiot I was making of myself. It's those things one misses.
"Anyone who has had a best friend, who you grew up with and spent the best part of a decade with…" He drifts off, lost in nostalgia.
"There was only one thing I wanted to do, really. Which was to be in a band with him. Everything else was just immaterial."
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