The couple announced they were separating earlier this month after a marriage spanning nearly three decades.
The philanthropists said they “no longer believe we can grow together as a couple” in the next stage of their lives in statements posted on social media.
According to the New York Post, Mr Gates had told friends “a while back” that the marriage had ended.
“Bill did talk to his close friends on the golf course,” a source told the newspaper.
“He told them a while back that the marriage was loveless, that it had been over for some time and they were living separate lives.”
The billionaire tech mogul has reportedly been spending time at an exclusive California golf club after his high-profile divorce.
The couple had been married for nearly 30 years.
“Over the last 27 years, we have raised three incredible children and built a foundation that works all over the world to enable all people to lead healthy, productive lives,” the Gates’ statement continued.
“We continue to share a belief in that mission and will continue our work together at the foundation, but
They will carry on running the Bill & Melinda Gates Foundation, which is the largest private charity in the world.
The New York Post also reported the divorce had been “hard” on Melinda, due to her Roman Catholic faith.
The Independent approached representatives of Mr and Mrs Gates for comment.
Watch: Bill Gates reportedly lying low in his mansion at luxury California golf club that costs $250,000 to join