The 33-year-old singer is 'incredibly sad' following the breakdown of her six-month romance, reported Daily Mirror.
"Adam has been training really hard for this boxing match and has been really under pressure at work. These two factors made holding down a relationship almost impossible. It put a massive pressure on them," a source said.
"It was Katherine's decision but she still loves Adam and will continue to support him as a friend. Despite this she is incredibly sad and feeling pretty raw - splitting up is always painful," it added.
"Katherine will be cheering him on in the boxing ring next month," the source said.
Jenkins was recently romantically linked to Derek Hough after the pair met on US talent show 'Dancing with the Stars' last year.
The singer got engaged to TV presenter Gethin Jones in February 2011 but the pair split in December 2011.