The trial previously heard about a meeting at a Christian Centre in Armoy in the 1990s between Complainant B and Sir Jeffrey, at which she claimed he had apologised.
Sir Jeffrey recalled it having been a short meeting, also attended by Davey and Linda Hoy, who ran the centre.
He said he “embraced” Complainant B and said he was sorry if she had ever felt “uncomfortable or unhappy” about him.
He said the meeting had been “a very positive experience” for him.
Vaughan asked Sir Jeffrey was any allegation of sexual abuse mentioned or put to him.
“No, not ever,” he replied.
“The word allegation wasn’t even mentioned at that meeting. There would have been no reason for it to be put to me.”
Vaughan also asked Sir Jeffrey about an alleged incident involving Complainant A who has claimed he had kissed her and put his tongue in her mouth.
“Why would I just kiss a child using my tongue?
“That is just ridiculous… that just did not ever happen,” Sir Jeffrey said.
Sir Jeffrey described his and Lady Donaldson’s arrest at 06:00 GMT on 28 March 2024 as “a complete shock”.
He added: “We had no idea this was coming. None.”
He said one minute he was asleep, the next he was standing in the hall with a police officer.
The couple were then taken for questioning at Antrim police station.
“I had never been to a police station in my life as a suspect. It was completely new to me,” he stated.
“My head was in a spin.”
Sir Jeffrey also told the court that a brief extra-marital affair in London in 2008 had caused his wife “hurt and pain” and that he would regret it “until my dying day”.
He said life in politics, as an MP, had been “all consuming” and it had caused “tensions” in his marriage.
He said Lady Donaldson struggled with her mental health.
The court also heard about an episode in which she placed a listening device in his car in 2020, after the discovery of texts between him and a constituent.
He was confronted with a recording, which he described as “flirtatious in nature”.
Sir Jeffrey denies acts of gross indecency and indecent assault against Complainant A when she was a child, between 1999 and 2008.
Other alleged offences, dating back to 1985, including a charge of rape, relate to a second woman, Complainant B, when she was also a child, which he also denies.
His wife, Lady Eleanor Donaldson denies five charges of aiding and abetting his alleged offending.
Lady Donaldson faces a trial of the facts after she was previously deemed unfit to face a conventional trial on mental health grounds, and is therefore not participating in proceedings.
The trial continues.