"It's not a joke, it's very hard to tell you. We're really good, and there's no fighting or anything like that. We're absolutely 100 per cent cool and fine."
Dom also revealed there were other things behind their split, but he didn't want to get into specifics.
"Going through that whole IVF thing for a decade was a big one. There was others as well, but that's private."
The pair said they'd continue to host their radio show together, but would likely be telling "different stories from the night before".
Jay-Jay and Dom married in 2004 but revealed last year that they had spent time living apart.
They're not the only high-profile radio pair to announce their separation on air, with Polly Gillespie and Grant Kereama telling listeners in 2016 that they had split and were seeing different people.