Former President Bill Clinton, recalling the sex scandal that led to his impeachment in 1998, says in a new documentary series that his extramarital affair with Monica S. Lewinsky was a way of “managing my anxieties.”

The four-part documentary series, “Hillary,” which was released on Friday on Hulu, focuses on Hillary Clinton’s life, her marriage to Mr. Clinton and her unsuccessful campaign for president in 2016.

In the series, Mr. Clinton, 73, is asked by the director, Nanette Burstein, why he engaged in an affair with Ms. Lewinsky, then a White House intern, and whether he weighed the risks.

“Nobody sits down and thinks, ‘I think I’ll take a really irresponsible risk,’” Mr. Clinton says. “It’s bad for my family, bad for my country, bad for the people who work with me.”