Quinn left the 34-year-old TV personality and their two young children four-year-old Bailey Quinn and one-year-old Hero Harper on Klass's birthday on April 6, reported Daily Mirror online.
"She's heartbroken. It's an awful situation," a source said.
Quinn, 38, was also the bodyguard for her former pop group Hear'Say.
The couple have been together for 11 years and only married in October following a five-year engagement.
Klass smiled bravely for the cameras yesterday at Hyde Park's Jubilee Festival, which she is co-hosting, before the news of her split broke.