Warne, who was outstanding in a beaten Australian side in the Ashes series loss to England earlier this month, told reporters at the airport here that he is seeking a reconciliation with his estranged wife Simone.
Warne separated from Simone, the mother of his three children, following a string of lurid tabloid newspaper revelations.
The Test spinner asked the Australian media to give him and his family space while he tried to settle his personal issues.
Warne said he had spoken to his wife and children at least twice a day since they returned to Australia.
"It's not an easy situation to be in. It's something I haven't experienced before in my life," Warne said on Thursday.
"I tried to concentrate as hard as I could when I was at the cricket ground but away from that there were some tough times.
"There were nights when you would sit in your hotel room and think about all the different things."
Warne said he had never wanted to separate from his wife and would try hard to repair the marriage.
"It's not the way I wanted it to be," he said. "We're still friends, we still speak all the time, but we've just got to work out what we both want, which way we're going to go and which road we go down.
"That's on the agenda - we've got lots of things to talk about."
Warne said the Australian media hounded him and urged them to give his family privacy.
"Hopefully, you guys (reporters) will respect that and leave us alone, not following us and camping outside our house but I doubt it," he said.
"I doubt whether you guys will, so that will probably make it harder."
Warne said lurid stories about him in the British tabloids were lies, rubbish and fabrication.
"I'm not going to sit and defend myself every time some silly person makes up lies and talks rubbish," he said.
"What am I supposed to do, call a press conference? You've got to live your life.
"The public are not dumb, the public understand what is absolute lies and rubbish when it happens. They know exactly what the truth is," Warne said.
Warne hinted he was nearing the end of his international career, saying the constant travel was beginning to tire him.
"I enjoyed living in England but I have to weigh up the whole package, the travel and so on."
Warne, the only man to take 600 Test wickets, took 40 wickets and scored 249 runs in the Ashes series, which Australia lost 2-1.
Warne will make a rare club appearance with St Kilda this weekend before playing in October's one-off Super Series Test match against a World XI in Sydney.