We cannot establish on the basis of Scripture or other history that the Apostle Paul was ever married. Paul studied under Rabbi Gamaliel, possibly with the intention of becoming a rabbi, but there is nothing in Scripture or other historical sources to prove that he was ever ordained as a rabbi.

Rabbi or not, it is true that a pious Jew was expected to marry. For that reason, although Paul was not married when he wrote First Corinthians (see the quotations in the next paragraph), some have speculated that Paul was widowed or divorced. There is also speculation, as you have pointed out, that Paul's wife deserted him when he became a Christian.

The second century apocryphal book "Acts of Paul" says that a woman named Thekla was his companion on his mission travels. We know for sure, however, that Paul was not married when he wrote 1 Corinthians 7:8: "Now to the unmarried and the widows I say: It is good for them to stay unmarried as I am." In Chapter 9, verse 5, he wrote: "Don't we have the right to take a believing wife along with us, as do the other apostles and the Lord's brothers and Cephas?"

Martin Luther was of the opinion that the "loyal yokefellow" mentioned in Philippians 4:3 was Paul's wife (Luther's Works [LW]41:161f, note 410). One problem with that view is that 1 Corinthians 7 (in which Paul says he is unmarried and advises other single persons to remain single) was written before Philippians.

Commenting on 1 Corinthians 7:8 (quoted above), Luther says, "From this text it follows that St. Paul had had a wife, for he considers himself a widower." At table in 1538, referring to the same verse, Luther said: "Paul counted himself among the unmarried and the widowers, but it appears that he was married in his youth according to the custom of the Jews" (LW 54:271).