The 64-year-old reality star is involved with Ronda Kamihira, his ex-wife's best friend of 20 years and former assistant.
"Kris is devastated," a source told People. "[She] is just shocked. She's so sad and completely heartbroken."
Jenner was first spotted with Kamihira at an Elton John concert in Los Angeles on October 4. The reality star attended the show with son Brandon and daughter-in-law Leah Jenner, and sported longer, shoulder-length hair.
Bruce and Kris Jenner were married in April 1991, and have two daughters together, 18-year-old Kendall and 17-year-old Kylie. The couple announced their separation in October 2013, and Kris officially filed for divorce September 22.
Kris previously told Giuliana Rancic she thought her marriage to Jenner would last forever.
"When I realized it wasn't, then you want the next best thing, and that's an amazing friendship," she shared.
Copyright 2014 United Press International, Inc. (UPI). Any reproduction, republication, redistribution and/or modification of any UPI content is expressly prohibited without UPI's prior written consent.