Kelly, 33, spoke out after it was reported that she and Scottish International rugby player Thom, 27, had called it a day because he was fed up of her hanging out with Danny as friends.
Last week, Kelly and her pal, former EastEnders star Preeya Kalidas, were spotted out with Danny - who is also a rugby player.
But today (1 February), Kelly tweeted: "Thom and I mutually agreed to go our separate ways some time ago. It had absolutely nothing to do with a third party."
Since the break-up, Kelly has been pictured arriving in Miami after hopping on a plane out of the UK.
Wearing a blue checked mini dress, teamed with black fringed boots and a purple scarf, the model put on a smile as she made her way through the terminal.
Reveal has contacted Kelly, Thom and Danny's reps for a comment.
Kelly dated Danny from 2008 to June 2010, but were said to have split due to rows.
Kelly met Thom in a nightclub in November 2010. Just six months later, she suffered a miscarriage with their child.
Prior to these relationships, Kelly was previously engaged to both Titanic star Billy Zane and Lock Stock and Two Smoking Barrels Jason Statham.
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