Jenny McCarthy and Brian Urlacher
08/16/2012 AT 02:25 PM EDT
was relatively tightlipped about her Chicago Bears linebacker Brian Urlacher while they were dating, but now that they've called it quits, she's making it known.
"Brian and I have decided to turn our romance into an amazing friendship," this year's July/August Playboy cover girl
, 39, tells PEOPLE in a statement on Thursday. "I will continue to be the biggest cheerleader for him. Go, Bears!"
McCarthy played coy when reporters questioned her about her relationship in April, around the time romance rumors with the football pro, 34, first began. She said simply
, "I'm giddy about someone."
The following month, she acknowledged the relationship
on the record, saying, "I can confirm that yes, it's true, we are dating," but would only continue with, "Go, Bears – that's all I'll say."