Maks Chmerkovskiy and Peta Murgatroyd Share Their Favorite Wedding Memory: 'It Was Insane' (Exclusive)

Peta Murgatroyd says she was so focused on "trying not to trip over my dress" during her walk down the aisle that she may have a bit of trouble immediately recalling the other sweet moments from her romantic nuptials with Maksim Chmerkovskiy.

"She's the worst," Chmerkovskiy, 43, jokes to PEOPLE of his wife and fellow Dancing with the Stars alum. "She also doesn't remember our anniversary a lot."

"Wait. No way. I really did love our ceremony," Murgatroyd, 37, insists. "I loved standing up there. I remember that feeling of standing there with Greg, who married us."

"That's it? Nothing to do with the husband?" Chmerkovskiy asks, gently teasing his wife, with whom he shares sons Shai, 6, and Rio, 3 months.

"I was trying not to trip over my dress," she admits of walking down the aisle in a ball gown with an off-the-shoulder fitted bodice and multi-tiered, full-gathered skirt. "When they said, 'You are now husband and wife,' that was like, 'Wow, holy crap. I'm married.' Yeah, it was a good moment."

"Given her answer, I'm like, 'Yeah, it was all right,' " he says, affectionately making fun of his wife, asking her, "So you couldn't say it's when you saw me for the first time and I was dressed and I'm standing there. Because I'm saying that when you walked up and you..."

"I was also nervous walking down the aisle," Murgatroyd explains.

"Not paying attention to me," Chmerkovskiy concludes.

The DWTS lovebirds tied the knot during a fairy tale ceremony on July 8, 2017, at Oheka Castle in Huntington, New York.

"It's very special. It's amazing. We dreamt up this wedding. We wanted it to be in a castle," Chmerkovskiy tells PEOPLE of the Long Island location. "I mean, I landed in America in the '90s. I came across this place. It was always where I wanted to get married and then to be in that place and to have such a special occasion."

“Maks has loved this place for years and I took on the suggestion and I fell in love with it immediately," Murgatroyd told PEOPLE in 2017 of the wedding venue. “I had never thought of being married in a castle, but my jaw dropped when I first saw it."

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Chmerkovskiy's brother and fellow DWTS professional Val Chmerkovskiy served as best man. Other wedding guests with DWTS connections included groomsman Tony Dovolani, bridesmaids Rumer Willis and Sharna Burgess, plus Jenna Johnson, Nyle DiMarco and Candace Cameron Bure.

Chmerkovskiy described how he stayed focused on his wife-to-be as she glided up the aisle arm-and-arm with her father.

"When you walked up it was like, 'Oh my God,' " he adds.

Following the ceremony, the couple's first dance was a surprisingly simple slow number.

However, Chmerkovskiy went all out to serenade his new bride as his friends performed a choreographed dance behind him.

While the happy couple enjoyed their wedding day, one feeling that stuck with Chmerkovskiy was that he "knew every single person, all 250-plus" guests in attendance, but "they were just so busy interacting" to notice the groom as he entered the space.

"Some of my worlds were clashing," says Chmerkovskiy of his surreal realization. "I was like, how are these two people in the same room? So I think it was that moment of, wow, what a celebration this is. And oh, it's our celebration. It was insane. It was amazing."