The X Factor host was with Francesca for three years before they parted ways last month. They always kept their relationship away from the limelight so not much is known about her.
Appearing on ITV's Loose Women today, he said: "I've just gone through a break up with my girlfriend, which has been quite sad, quite a difficult couple of weeks."
He also addressed the constant speculation that he and co-host Caroline Flack would make a good couple. "Me and Caroline have always said hundreds of times (in interviews) that we're never going to get together, we're just really good mates."
Olly, 31, was reportedly "devastated" after his romance with Francesca ended abruptly in September after they'd been on holiday together.
A source told The Sun that a factor was Olly's busy schedule but he hasn't commented on that. "They worked so hard to keep their relationship strong, all their friends are stunned they couldn't make it work."
Watch Olly's interview on Loose Women: