Warne and his former wife Simone Callahan, who have three children together, divorced some time ago but had rekindled their romance and shared a home together in his home town of Melbourne.
But after video and photographs of Warne and Hurley apparently kissing and cuddling together in London last week were published, the 41-year-old was forced to issue a statement on his relationship.
"Sadly and unfortunately, Simone and I split up a while ago, our close friends and family were informed at that time," Warne said in a statement on his website. "It is a private matter so we did not make it public. We remain friends and will continue to be good parents."
Warne's comments follow those of Hurley, who announced via microblogging site Twitter yesterday that she had recently split with her Indian businessman husband of three years Arun Nayar.
"For the record, my husband Arun and I separated a few months ago," she said. "Our close family and friends were aware of this."
Social media sites have been swamped with comments about Warne's alleged fling, temporarily drowning out calls for his return to the Test squad as Australia struggle in the Ashes series against England.
The former Australian Test cricketer refused to speak to the media after arriving back in Melbourne from England today. It is not the first time Warne's romantic flings have made news; previous affairs cost Warne not only his marriage but the vice-captaincy of the Australia Test side in 2000.
Warne reportedly met Hurley at an English race meeting in July and last month he announced he would interview her on his new Australian television chat show, called Warnie, which coincides with the Ashes series.