The 37-year-old actress and her 'Last Man on Earth' co-star reportedly called time on their five-month relationship a few weeks ago, with the former 'Mad Men' star said to have decided she isn't looking for commitment.
According to Us Weekly magazine, January - who has a four-year-old son, Xander, with an unknown father - has told pals ''relationships are a pain in the ass.''
Despite their split, January and Will, 45, both attended the Primetime Emmy Awards at the weekend but avoided any awkward run-ins as the actress spent most of the evening with her former 'Mad Men' castmates.
News of the break-up comes not long after January said she has a ''blast'' working with Will on the comedy series.
She said: ''It's a blast! It's such a funny group of people, and we just have a lot of fun. And it's very refreshing to go to work and laugh all day, and everyone's sweet.''
January recently admitted marriage is no longer very important to her.
She said: ''I think when I was younger I was keen on having marriage, kids and all that. But as I got into my late twenties and early thirties, all my ideals shifted and having a document to prove love wasn't really important to me. It's the relationships that were important, and I still think that way.''
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