The couple ended their 14-year-marriage last year although they were living separately since 2010.
"From my side, it's a closure. He is a wonderful human being. There are several reasons for the marriage to end," she told a press conference today in the activity area of the house.
"Even though we are not leaving the show as a couple but we would walk out as friends," she said.
Meanwhile, Rajeev has been linked to co-contestant and model-actress Sana Khan. When asked if she was jealous, Delnaaz said, "I am not jealous. I am happy if he would move on with Sana or anyone. As a friend, as an ex-wife, it's a closure from my side."
Both have been put up as contestants in the Lonavala house from October 7 last year.
"Before coming to the house, I had a feeling that he (Rajeev,) would be there. We were not in touch, so when I saw him here for the first time I was shocked, stepped back and smiled... I had mixed feelings," she said.