The 37-year-old professional football player has been married to the blonde model since 2011 and has two daughters Sophia, seven, and Liberty, three, and nine-month-old son Johnny with her and, although they're a solid couple, the flame-haired royal was baffled by their relationship.
Speaking to Radio 5Live, the sportsman said: "I remember Harry said to me once, we were in a changing room, and he said 'Crouchy, how did you bag Abbey?'
"He genuinely did say that. I was really taken aback by it and I have loads of quips afterwards. I told Abbey, she was buzzing. He was dissing me, laughing his head off and then walked off. I asked myself - 'did that just happen?' "
Peter - who met Abbey in a bar in Liverpool back in 2006 - believes their relationship works because they both have careers in the public eye and understand one another's jobs.
He said recently: "It's nice for her to get out and do stuff. I've seen other players whose wives aren't well known and, in social settings, they get cut out completely. Everybody just wants to talk to the player, and it's not nice. Whereas with us, people want to engage with her as well.
"She understands. It's very fickle. One minute you're up there and the next minute you're down there. It's almost as cut-throat as football."
Meanwhile, Abbey recently admitted that she's finding it tough being a mum of three kids.
She explained: "That third baby just throws everything off. I'm like, 'Which one do I go to first?'
"With two, I used to put them to bed and get a nice bath - nowadays I've got dolls and kids in with me. Thank God for my mum because she's living with us now. It's great as Sophia is seven now so she helps me out a lot too. Me and my mum do reformer Pilates together - it just gives me more energy and strength to look after the kids."