“It is pretty simple, I just guess I couldn’t see a future with her,” he told Sydney Confidential.
“It is never easy to stay friends with someone you dated and I broke up with her so I think it would be unfair for me to hover around and confuse her.
“I have kept my distance. It is obviously hard because you feel for the other person but people just break up sometimes and I didn’t want to lead her on so I have moved on.”
While Survivor: Blood V Water was shot several months ago, the popular reality series is set to debut next Monday, January 31st, which could make for some awkward family viewing for the Frosts.
However, despite Sam and Jay's split, it seems that the boys have remained close mates, with Alex dishing that Sam "was jealous of how well we got along" at times.
He added that he and Jay "were kind of like best friends so we thought it would be easy [to win Survivor] having this telepathic sense."
Meanwhile, Jay has spoken of the pairing, telling the Daily Telegraph, “I had to have someone that was close to family and at the time he was.
“It did add an exciting element [being there together] as we didn’t know what was going to happen," he said, adding, “It made it a bit more surprising and fun.”
WATCH: The honeymoon is over for Mark and Samantha on Australian Survivor
Survivor isn't Jay's first foray into reality TV. In 2019, the trainer appeared on season two of Instant Hotel with his former girlfriend, model Leah Johnsen.
Fans may also know Jay for hosting the Jay, Foz & Alex radio show with Bachelor in Paradise's Alex Nation.
Meanwhile, Jay has since moved on and is now dating influencer and pilates instructor Ellyn McCartney, saying of his new flame, "She is probably the only girl I've met that is funnier than me so well done to her."
Australian Survivor: Blood V Water begins Monday, 31 January at 7.30 pm On 10 And 10 Play On Demand.