Comedian Walsh and professional dancer Jones, who is married to fellow Strictly dancer Neil Jones, both apologised for making a mistake after they were pictured in The Sun kissing on a night out.
And in a bold move his girlfriend made a statement on Twitter, dumping Walsh, and letting him know she had taken the pet cat with her.
Her statement in full:
"Hello there," she wrote. "My name is Rebecca Humphries and I am not a victim.
"I wasn't sure whether to respond to events from the past week, but I feel the narrative has missed a couple of crucial elements that I would like to clear up.
"It's incredibly good of Sean(n) and Katya to apologise in the media. I have received nothing, other than the support of my family, friends, and a host of strangers on the internet who all wanted to make sure I was OK. What I have also kindly received are many offers to sell my side of the story, but I would prefer for it to be on my own terms."
She went on: "Those pictures were taken on October 3rd. It was my birthday.
"I was alone at home when Sean texted at 10pm saying the two of them were going for one innocent drink.
"We spoke and I told him, not for the first time, that his actions over the past three weeks had led me to believe something inappropriate was going on. He aggressively, and repeatedly, called me a psycho/nuts/mental. As he has done countless times throughout our relationship when I've questioned his inappropriate, hurtful behaviour.
"But - this whole business has served to remind me that I am a strong, capable person who is now free; and no victim. I have a voice and will use it by saying this to any woman out there who deep down feels worthless and trapped with a man they love:
"Believe in yourself and your instincts. It's more than lying. It's controlling. Tell some very close friends who, if they're anything like my wonderful network, will swoop in and take care of the logistics and of you.
"It's important also to recognise that in these situations those who hold power over you are insecure and fragile, and their need for control comes from a place of vulnerability.
"I think it certainly does in Sean's case. Despite everything, I hope he gets what he wants from this. I'm not sorry I took the cat though.
The photographs published at the weekend showed Walsh and Jones kissing and dancing in the street on a night out.
It has been confirmed that the pair will dance the Charleston on Strictly Come Dancing this Saturday.