The "Detective Byomkesh Bakshy!" star, 30, who was dating Lokhande since their stint on daily soap "Pavitra Rishta", called the break-up "unfortunate".
"Neither she was an alcoholic nor I am a womaniser. People do grow apart and it's unfortunate. Period," he posted on Twitter.
"What matters in life is not what happens to you but what you remember and how you remember it."
After dating for close to six years, Sushant had announced plans to tie the knot in December 2016 but soon rumours of trouble in their relationship started to surface.
Lokhande was last seen making a cameo appearance on TV show "Kuch Toh Hai Tere Mere Darmiyaan" last year.