Coats told the newspaper that he was trying to "keep my family together." "Love is a tough thing," he said. "I'm not a bad guy. I just love her so much."
The couple divorced in 1995. They got back together, and then three months ago separated again.
In early September, police were called to her home in the eastern Indiana town of Winchester, removed Coats from the property and told him to stay away from her.
On Friday, police were called to her house and found Coats in his car in front of the house on public right-of-way. Police told Coats that his repeated contacts constituted stalking, and also learned he had entered the house through a back door.
Early Saturday morning, police were called to her home and discovered 13 voice-mail messages from Coats, some of which were vulgar.
Police say he was upset because his former wife was seeing another man.
Coats was released from the Randolph County jail on Tuesday after posting $25,000 bond.
The New Castle-Henry County Economic Development Corp. met with Coats yesterday but did not take action.