"I don't think you guys should be sad or nervous or worried about what others think," she said
"What you did I think is courageous, to admit that 'hey it's not working', and to take that step to separate is something not many people could do."
Another caller named Jenna agreed with Tessa and assured The Hits hosts that their listeners would support them in their break-up.
"You guys have been so courageous and we've got you," she said. "Your listeners are here for you, they support you, they love you, they idolize you - I'm just sitting here saying my part."
The outpouring of support continued online, as fans of the popular pair heard the news.
Dani Revell wrote on Twitter that she was in the shower when she heard the news and compared the split to the high-profile break-up of Gwen Stefani and Gavin Rossdale.
Gillespie and Grant and have three children and first worked together on Wellington's ZMFM breakfast show in 1991.
Last year they moved from ZM to The Hits, which caters to adult audiences.
- nzherald.co.nz