Rodriguez, 45, and Lopez, 51, have asked for privacy for their children's sake. Lopez is mother to twins with her ex-husband Marc Anthony, while the former Yankees player has two daughters with his ex-wife Cynthia Scurtis.
The statement went on, "Out of respect for them, the only other comment we have to say is thank you to everyone who has sent kind words and support."
The stars became engaged in 2019 but then had to postpone their wedding twice, apparently due to the Covid-19 pandemic. But Page Six reported that the split was due to Rodriguez's affair with Southern Charm star Madison LeCroy.
Earlier in the year, LeCroy's co-stars accused her on air of having an inappropriate relationship with a married former MLB player. Although she denied the relationship, LeCroy later admitted that she had FaceTimed Rodriguez.
"He's never physically cheated on his fiancee with me," LeCroy told Page Six in February, adding, "I don't want anything bad for his family, or for mine. We are definitely innocent in this."
But a source then told the outlet in March that "the Madison LeCroy scandal" was the reason they finally broke up.
"There were already problems, but Jennifer was really embarrassed by it."