"And then you go, why? And I think at some point you stop blaming yourself. I go, there are certain things in your body that doesn't function in a certain way. That's how it is.
"You just have to let go and move on. And I think you come to a point where you have to stop blaming you."
Yeoh, 62, won an Oscar last year for Everything Everywhere All at Once, and is also known for films like Tomorrow Never Dies, Crouching Tiger, Hidden Dragon, and Crazy Rich Asians.
She is about to be seen as Madame Morrible in the new film version of Wicked.
Yeoh and Poon were married from 1988 to 1992.
She said not having children was "honestly not for the lack of trying because I have always and still do love babies".