The 34-year-old pop star and Sophie, 27, recently announced their split, and Joe has now addressed the issue during a Jonas Brothers show at Dodger Stadium in Los Angeles on Saturday (09.09.23).
In a video, captured by a fan, Joe opened up about his "tough week".
The pop singer - who stars alongside his brothers Nick and Kevin Jonas in the group - said to the crowd: "Look, if you don't hear it from these lips, don't believe it, OK. Thank you everyone for the love and support. Me and my family love you guys."
Joe subsequently became visibly emotional during a performance of 'Hesitate', which he actually wrote about his relationship with Sophie.
The celebrity duo - who tied the knot back in 2019 - recently announced their split via a joint statement.
They said earlier this month: "After four wonderful years of marriage we have mutually decided to amicably end our marriage. There are many speculative narratives as to why but, truly this is a united decision and we sincerely hope that everyone can respect our wishes for privacy for us and our children."
Since the announcement, many rumours have swirled about the reasons for their split, including the suggestion that their personality types are too dissimilar.
An insider recently claimed that Sophie - who played Sansa Stark in the HBO fantasy series 'Game of Thrones' - loves to party, while the pop star prefers to spend time at home with his family.
The source told TMZ: "She likes to party; he likes to stay at home. They have very different lifestyles."
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