The 39-year-old "The Voice" coach and Lambert, 31, announced their divorce in July after four years of marriage, reported E! online.
"I'm in a good place. I wasn't but I am now. It's amazing how quickly life can turn around for you. I've had some pretty cool things in recent times that've happened and I'm loving it," Shelton said.
The "Sangria" crooner, who recently joked about the significant weight loss saying he is on a "divorce diet", said he is not doing anything for it.