O'Day, a former Making the Band and The Celebrity Apprentice contestant, revealed she broke up with DelVecchio, a former The Pauly D Project and Jersey Shore star, after less than a year of dating, E! News reported.
"I'm the first girl Pauly has ever loved as he admits on the show -- never loving before me," O'Day told E! News.
"He brought me into his life with his daughter and mother, who I respect dearly. Nothing about our relationship was not serious. Neither of our busy schedules have anything to do with why this didn't work. At the end of the day, we tried our best."
O'Day insisted just last month that she and DelVecchio were "madly in love," but according to the New York Post, DelVecchio cheated on her.
"Someone anonymously sent Aubrey screen grabs of conversations Pauly was having with another other girl," a source told the Post. "It was clear he was being unfaithful so Aubrey broke it off."
An insider close to DelVecchio confirmed the couple split a few weeks ago, adding that the deejay "was never totally serious about their relationship" to begin with.
While O'Day hasn't deleted photos of the pair on Instagram, DelVecchio got rid of all their romantic snapshots.
O'Day, 32, and DelVecchio, 35, began dating last year after meeting on E!'s upcoming reality show Famously Single. The Danity Kane songstress then confirmed in February she had been romantically involved with DelVecchio for a few months.