Speaking on Monday’s BBC Breakfast, Kevin said that the pair are “stronger than ever” professionally, despite no longer being romantically involved.
The Grimsby-born professional told the show: “We thought because there has been so much speculation that it was best to be honest with everyone.
“Privately, our situation has changed but professionally we are still dancing together and stronger than ever. Dancing is the glue that keeps us together.”
Karen added: “It hasn’t changed our chemistry and passion on the dance floor. We’re still best friends and we care about each other and respect each other as performers.
“This guy, he’s amazing. Sometimes I can’t believe I’m dancing with him.”
The Burn The Floor couple wed in 2015 after Kevin proposed to her on stage at the end of a performance of the show.
Karen joined the BBC dancing competition in 2012, with Kevin following a year later for series 11.
The former couple were hit by rumours of a split last year when Karen admitted that they had “barely seen each other” during the show.
After being eliminated from the show, alongside partner Susan Calman, Kevin publicly apologised to his wife, saying he hadn’t been the “easiest person to live with”.