The couple had been married for ten weeks.
Waissel and Alphonso were married in a secret ceremony in September. However, according to The Mirror, she finished the relationship at the beginning of December.
Sources reported that the couple had only been dating 16 weeks prior to their wedding.
An insider told the Sunday People: "Katie did fall head over heels in love with Brad but it was all too rushed. It soon became clear that it wasn't going to work and she got fed up with him.
"They got married in a very intimate magical ceremony in September but by November Katie had had enough. It was a very brave thing for her to do but she's a strong woman who knows what she wants - and it wasn't Brad."
At the time of marrying Alphonso in his home town of New Orleans, Waissel wrote on Twitter: "I have never smiled so much in my life! So proud, so happy, so in love, so excited!!"
However, last night (December 29), she hinted about the reason behind the split on the micro-blogging site.
She wrote: "I should have known right from the start that he was just a work of art."
Alphonso has also showed signs of moving on from their marriage.
He wrote on Twitter earlier in December: "There are no mistakes in life." Last night, he said: "I love my life."
Waissel recently posted photos of herself in underwear to Twitter showing off her new toned figure.