Blake, 31, admitted he was "flabbergasted" and "speechless" upon discovering Katie had moved on from their failed engagement so quickly by dating her The Bachelorette Week 2 eliminee, John, a 27-year-old San Diego bartender.
"I don't think there was any physical cheating there, but there's clearly emotional [cheating] for it to transition as quickly as it did [from friendship to romance]," Blake explained during a Wednesday appearance on "Talking It Out with Bachelor Nation," a podcast hosted by The Bachelorette alums Mike Johnson and Bryan Abasolo.
Katie and Blake got engaged in April -- although their engagement on The Bachelorette's seventeenth season didn't air on ABC until August -- and announced their breakup in late October.
The John dedication served as the conclusion of Katie's "12 Days of Messy" challenge in which she had been tasked with matching every song on Taylor's re-released "Red" album to one of her Season 17 bachelors.
Blake called Katie's romance "a bomb drop" on him, especially since it appears Katie began dating John at least two weeks ago.
"Starting 12 days ago, I'm sure she probably knew who 'Day 12' was going to be and why. So when I think about our breakup happening roughly a month ago... I think, 'Okay, well, I know they spent a lot of time together and stuff, but... I never had an inkling," Blake said.
"I'm just a very secure guy, a very confident guy, and I gave my trust out 100 percent, especially to the person I should be trusting the most."
"What was I in the middle? With John happening so quickly, I'm just, like, [confused]," Blake confessed.
"I try to stand by having no regrets, but it's instances like this when you really start to fight yourself with having no regrets with things, just the way things played out."
Blake repeated how he never saw this new romance coming and it took "a lot of away" from what he thought his relationship with Katie had been about, "which really sucks."
Blake conducted this podcast interview only hours after learning about Katie and John's Instagram-official relationship, and so he admitted he's still processing everything and trying to make sense of it all.
"From my understanding, [Katie and John] were kind of a joke in the beginning because everyone thought that he had ended up with her [on The Bachelorette] and that was the rumor, and so I know they had some type of conversation or friendship through that alone," Blake recalled.
Katie also moved to San Diego in August, and so Blake added, "I think being in San Diego, they met through some friends and Bachelor Nation stuff."
"I trusted everything she said... I don't think anything was happening during the time that we were engaged. I really don't," Blake said.
"Clearly he had been into her or was pursuing it or something or wanted something to be hanging out with her all the time. I mean, I was with them! I was on the same plane as them!"
Blake said he wasn't phased by Katie and John hanging out in San Diego because he had put his full trust into Katie and the idea "there was nothing more than literally just a friendship."
"I think it just was but it allowed them to form something at least emotionally where they could see something with each other that made it so easy for them to transition when [my engagement ended]," Blake reasoned.
Blake said although his breakup with Katie was "mutual," her feelings for John may have helped her engagement to "abruptly end the way it did and as easy as it did."
"Even though it was mutual, was he always in her back pocket?" Blake wondered. "I don't know."
Blake therefore suggested John may have been Katie's "Plan B" based on the timeline.
"She must have at least had some emotional connection, right?!" Blake asked Bryan and Mike. "It happened too quickly! How? Two weeks after?! There had to have been something there."
Blake said John must have been providing Katie with something he wasn't giving her but he is now "done with the messiness."
Speculation Katie and John are dating have swirled for quite some time now, even though Katie had been engaged to Blake -- whom she dated for about six months -- prior to the big announcement of their split late last month.
This past summer, Katie posted footage of herself at a bar John works at in San Diego, which prompted rumors John may have been the winner of her The Bachelorette season.
However, The Bachelorette viewers saw Katie eliminate John during Week 2 of the process and eventually accept a marriage proposal from Blake on the Season 17 finale.
Katie proceeded to move to San Diego and continue hanging out with John while Blake traveled to Africa to pursue his wildlife conservation efforts.
Katie and Blake attempted to make a long-distance relationship work as people simultaneously questioned if sparks were flying between Katie and John.
"Internet rumors lead me to this guy becoming a dear dear friend," Katie reportedly wrote on Instagram in September after enjoying a day out with John in California.
While Katie was trying to mend her broken heart in late October, she uploaded a photo of John's dog to her Instagram Story and wrote, "Dexter forcing me out of the house this morning."
Katie had addressed the John dating rumors in early November but danced around an official confirmation or denial.
At the time, Katie shared a throwback video of "the first time I saw John since filming" on her Instagram Story that showed Polaroid photos of the supposed close pals playing cards together, Us Weekly reported.
"Y'all getting wild in my DMs," Katie wrote along with a laughing emoticon on November 7.
A source told Us earlier this month that Katie has found "clarity" and now "knows what she wants in a husband" after her failed engagement to Blake.
But when Katie accepted Blake's marriage proposal on The Bachelorette, she seemed totally convinced that he was The One for her.
"I think everyone can agree that this is exactly who I was supposed to be with. He fought to be here for me and chose to stay even when I'm telling him to his face that I considered leaving," Katie said on The Bachelorette: After the Final Rose.
"That he was confident enough to hold both of us [until] the end. I'm just so lucky. I love him so much."