Breaking Up to Making Up: Maksim Chmerkovskiy and Peta Murgatroyd's Love Story – All About the 'Dancing with the Stars' Duo's Surprise Engagement

It was not love at first sight for Maksim Chmerkovskiy and Peta Murgatroyd.

“I thought he was arrogant,” Murgatroyd says in the current issue of PEOPLE of meeting her future fiancé in 2009 when they were both cast in the Broadway production of Burn the Floor.

“Okay, that’s a defense mechanism. I think she was in love with me at first sight and just doesn’t want to admit it,” former Dancing with the Stars pro Chmerkovskiy retorts with a smile to his bride-to-be. “No, I walked in the way I walk in and … it’s just a lot of presence.”

“I learned to like him because I found out he wasn’t that arrogant,” admits Murgatroyd. “He was really generous to the entire cast, and our friendship grew and grew.”

• For more from Maks Chmerkovskiy and Peta Murgatroyd – including why he chose to end their relationship the first time around, pick up the latest issue of PEOPLE, on newsstands Friday

But it would take years for that friendship to blossom into something more. And once it did, the professional dancers would have to break up before Chmerkovskiy felt he was “in a position” where he was ready to propose.

“I think it’s awesome we have a massive history,” says Chmerkovskiy, 35. “It’ll make a great story to tell our kids one day.”

Murgatroyd, 29, says “there was always an attraction” between the two dancers, but because he was engaged to his fellow DWTS pro dancer Karina Smirnoff and she was dating her future DWTS costar Damian Whitewood, “there was nothing ever done about it.”

RELATED VIDEO: Maks Chmerkovskiy and Peta Murgatroyd Take PEOPLE’s Costar Challenge!

Their friendship began to blossom. And by 2012, during Murgatroyd’s second season on the hit ABC reality dance competition, they were both single and going on “friendship dates” with each other, says the future Mrs. Chmerkovskiy.

Things were going strong until, as Murgatroyd puts it, “out of nowhere,” Chmerkovskiy called it quits after less than a year of dating.

“My heart was broken,” says Murgatroyd. “But when we were driving to the airport after the breakup talk, he literally asked me why I was taking all my bags and clothes back. I was like, ‘We just broke up. Why would I leave anything behind?’ That’s when I knew it wasn’t really over for forever.”

And she was right.

“I realized right away that I’d made a mistake,” says Chmerkovskiy. “So I would take every opportunity to hover around.”

RELATED VIDEO: Maksim Chmerkovskiy Shares When He Knew Peta Was ‘The One’

Both were linked to other people during their break, but by October 2014 – after three month of doing “a little dance” – the couple officially reunited.

“I dodged a bullet [by getting her back] because she could have fallen in love with somebody else and this never would’ve happened,” says Chmerkovskiy, who got down on one knee after the Dec. 5 performance of Sway: A Dance Trilogy at the Olympia Theater in Miami.

“She’s my best friend,” he adds of his bride-to-be. “She makes me a better man.”