The mother-of-three spoke privately about her feelings after watching Westlife perform at Croke Park, Dublin on Saturday night, the Irish Independent claims.
It is thought that Yvonne confided in Ronan's manager Louis Walsh, Westlife's stars and the band's partners after they all met up in a private box at the gig.
A source said: "She had a good heart-to-heart with Louis Walsh and the rest of the Westlife boys. Yvonne just kept saying how utterly shocked she is about the whole thing. You couldn't help but feel sorry for her."
The couple announced the end of their 12-year marriage last month. It was later claimed that Ronan had confessed to an affair.
The boyband star is thought to be currently on holiday in the south of France.