The move comes after Major's allegations that Lohan hit her in the face, reports TMZ.
Lohan has been charged with second-degree harassment after Major claimed he physically assaulted her. She also put out a restraining order on the 50-year-old.
When asked if his engagement to Major was over, Lohan said: "Absolutely... we never will be [back together]."
Lohan denies that he assaulted Major and said that he plans to report his own allegations against the 27-year-old.
"There's gonna be a picture coming out very shortly showing how drunk Kate gets during the day when I come home," Lohan said.
He added: "We have a lot of stuff. If she wants to persist... More stuff than she'll ever imagine that's gonna come out about her dad and about her."
Lohan said that he was not "surprised" by Major's allegations "because of all she did to Lindsay and then [ex-boyfriend] Jon Gosselin and then me".