Blake, 31, admitted he was "shocked" 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.
During a Wednesday appearance on "Talking It Out with Bachelor Nation," a podcast hosted by The Bachelorette alums Mike Johnson and Bryan Abasolo, Blake called Katie's new romance "a bomb dropped" on him and said she's "doing the wrong things" to expect kindness and privacy in the aftermath of announcing their late-October breakup.
"I hope it works and just go. I'm done being attached to this, this 'messiness,'" Blake complained.
Blake said "literally, with no exaggeration and not to any degree" did he and Katie ever have a conversation about John being a threat or anything more than a platonic friend to Katie.
"People were asking me, 'What do you think Day 12 is going to be?!' Every day I would wonder what the next day of the songs were going to be, and it was exhausting. On Day 12, people were like, 'Do you think it's going to be John?' And I was like, 'No, it's going to be about herself and how she reinvented and found herself in this,'" Blake recalled.
"So when [Day 12] dropped, I had to pull over because my phone was going nuts. I pulled over in a Best Buy parking lot and everyone was ringing me. They were like, 'There's no f-cking way, there's no f-cking way!' And I was in shock too!"
A source told Us Weekly that Blake was "blindsided" by Katie's new relationship, and Blake flat out said he thought Katie would have warned him about John and/or her final "12 Days of Messy" post before going public with it.
Blake, however, said his mind has changed about Katie in some ways after her recent actions and her new romance with John is making it difficult for the Canada native to have no regrets about his engagement.
"I'm to some degree kind of pissed," Blake confessed.
"When you come on [The Bachelorette] and you do something like that, like, I put it all out there for her. Remember, the first thing I said to her was , 'If we get down to the end of this, I'm going to propose.' I said, 'I wouldn't let you down.' But now I just feel let down now."
Blake revealed, "I chased her because of the things that I thought she was... But I also probably let her down, so this isn't a pity or sympathy thing."
Blake said on "Talking It Out" that he'd like this whole thing to "wrap up" but he's "still trying to process" all of it.
"Everyone's asking me questions like I have the answers. I don't. I have no idea when everyone heard this. I heard the exact same thing," Blake told Mike and Bryan.
"There was speculation obviously [about Katie and John dating], but I thought there was no way -- just based on the timeline and everything. I'd love to be able to provide more insight but I literally just have nothing and I am trying to... figure it out."
Blake reasoned that Katie must have begun dating John at least two weeks ago since she probably knew he'd be Day 12 of her "12 Days of Messy" Instagram challenge, which ended on Tuesday, November 23.
Katie had dedicated every song on Taylor Swift's re-released "Red" album to one of her Season 17 bachelors, and she concluded the challenge by matching John with "Begin Again," a song about falling in love all over again.
(Katie dedicated Day 1 of her "Messy" challenge to Blake by choosing "We Are Never Ever Getting Back Together" as his dedication).
Blake said although he was aware Katie and John had been spending a lot of time together while he was still engaged, the wildlife manager never had "an inkling" that something romantic was happening between his fiancee and John.
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, which filmed in April and aired in August.
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 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."