The former One Direction singer has left his Little Mix fiancée "devastated," according to a source.
Malik, 22, contacted Edwards, also 22, two weeks ago and said it was over.
"She's been putting on a brave face, as Little Mix have had promotion to do, but she's obviously devastated," the source tells PEOPLE.
"Perrie's being supported by her bandmates, but she's really in pieces about this."
In an interview with E! on Tuesday, Edwards was asked a question about how she's doing after the split, responding: "I'm good, thank you."
The couple got engaged in August 2013, dashing the dreams of millions of One Direction fans.
Although they have had their ups and downs, Edwards stood by Malik as he made the decision to quit the chart-topping band in March.
"He wanted to go and spend some time with his family and missus," former bandmate Liam Payne said in May.
Courtesy Perrie Edwards
After getting engaged, the couple were dogged by rumors about when they would wed, but never set concrete plans.
Edwards and Malik are both currently in Los Angeles as she promotes Little Mix's single "Black Magic" and he works on his new record deal with RCA, but according to the source, they haven't seen each other.
She has now taken off her diamond engagement ring, as seen in a Monday post on Instagram by her bandmate Jesy Nelson.
Malik's rep did not immediately respond to PEOPLE's request for comment, while Edwards' had none.