The former One Direction member is said to have called off his engagement to Perrie three weeks ago, with news of the split emerging last week.
It has since been reported that Zayn broke the news to Perrie over a text message, and it's now rumoured that Perrie was celebrating the chart success of 'Black Magic' alongside her fellow bandmates when she received the message.
A source told The Sun: "This was meant to be Perrie's big night, but it turned into a disaster. Zayn's timing could not have been worse."
The break-up came after a four-year relationship, and Perrie has already removed all evidence the pair were ever together, deleting all photos of him on Instagram.
There are reports Zayn has also moved on. A source told the newspaper: "Zayn is talking to a lot of ladies very casually, but Zendaya is the most high-profile.
"He said they should get together as they both have a similar R&B vibe, and he's been talking about fashion as she's in London working with Vivienne Westwood.
"It's just chatting at the moment but his pals think they'll meet up and record something soon."
It's thought Perrie will give her first interview on the split when Little Mix appear on James Corden's Late Late Show in the US, so we might finally get a confirmation on all these rumours.
For exclusive competitions and amazing prizes visit Reveal's Facebook page NOW!
10 reasons why Little Mix are brilliant role models: