Watkins, 35, left the group in the 90s but they all recently reunited for a new tour.
Speaking on the Sky Living show Steps Reunion, he said: 'We were at Top of the Pops and I was sat on my own in a corridor.
'I remember Robbie came over to me and he put his arm around me and said: 'It's time to leave.' And I went: 'Yeah.' I don't want to feel like that again. I want this group to be a part of my life and enhance it, not damage it.'
The band recently hit the top spot in the UK album charts with their greatest hits album.