"I just want to thank everyone who has been so supportive of my relationship with Kaitlyn over the years," Shawn, 31, wrote Monday on Instagram.
"You've made me feel incredibly special, supported, and very loved. So from the bottom of my heart, thank you. It truly means a lot. And thank you to everyone who has sent their love & support during this painful time. I love you guys."
While there were a few signs of trouble in paradise, the couple appeared very much in love and so their split came as a surprise to many fans.
"She's devastated," a source told People of Kaitlyn last week. "There is a lot of hurt. Kaitlyn tried to make it work. She never thought this would end... This was the last thing Kaitlyn wanted."
Kaitlyn, 33, and Shawn revealed in a joint media statement they had decided to part ways "after thoughtful, respectful consideration" but planned to be "very much committed to remaining friends."
"We have both evolved as people, which is taking us in different directions, but with the hope that we will continue to support each other in new ways," the former couple said in their statement obtained by Us Weekly.
A source told Us that Shawn "had flirty eyes and was definitely talking to a bunch of chicks" during a fitness retreat in Arizona in October. The source added, "He definitely didn't seem like he was engaged."