According to the Daily Mail, friends close to the couple are claiming that Jimmy's infidelity has been the reason for the marriage breakdown, with friends alleging Nadia discovered her husband was cheating on her with socialite Lauren Mand when she found texts on his phone.
Prior to Nadia's comments, Jimmy addressed the precarious nature of his marriage on 3AW's pre-match AFL coverage, calling the situation 'not great'.
"I am probably not going to provide any commentary on it," Jimmy said.
"I know I am in the public eye and people are interested, but it is a private matter and I ask for a bit of respect because obviously Nadia and the boys [are] involved."
On Friday, the Herald Sun reported Jimmy is dating Melbourne socialite Lauren Mand.
According to sources, Nadia is 'indignant' about the relationship, since the couple only split in July.
"They're not talking," a friend said last week.
"It's definitely over. [Nadia] is completely blindsided."