Mayer, 36, is in New York City working in the studio and prepping for a Thursday performance on Late Night with Seth Meyers. He also checked out pianist Chick Corea's performance at Blue Note Jazz Club on Wednesday night.
"Chick sitting in with Roy Haynes and Ron Carter at the Blue Note. Helluva night," he wrote on his Instagram.
Meanwhile, Perry, 29, took a break from prepping for her upcoming Prismatic tour for a very special occasion – the birth of the newest member of her inner circle!
"Finally you can add 'helps delivers babies in living rooms' to my resume! It's been a miracle of a day … Auntie Katy aka Stylist Auntie," the "Dark Horse" singer Tweeted Wednesday night.
The news that Perry and Mayer broke off their romance comes as a surprise to many after the on-and-off couple were fueling engagement rumors over the last few weeks.
"She was talking about him like everything was normal about two weeks back," a source told PEOPLE, noting Perry and Mayer "seemed pretty happy."
Still, an industry source says they are indeed off again.
"They definitely went their separate ways," says the source.
Reporting by JACQUELINE ANDRIAKOS and JENNIFER GARCIA