Heather Mills is feeling "abandoned" following her split from Paul McCartney, friends claim.

The former model has apparently admitted that the stress of the break-up is taking its toll.

According to The Mirror, Mills told one friend, "I have never felt more alone in my life. It's like I've been abandoned. I can't pretend it doesn't hurt. It's like a physical pain. It just goes on and on."

Heather was spotted at Madonna's Wembley Arena gig on Thursday night with a male companion.

"The first thing you noticed was how thin Heather was," an onlooker revealed. "She had her hair pulled back tightly off her face with a red scrunchie and her bones seemed more prominent than ever. Her stomach was tiny and incredibly toned. She must be working out like mad."