"The divorce was final on March 1, and [I] went out to be on Survivor on March 10," Whelchel tells PEOPLE exclusively. "Going out to Survivor was helpful for me, to divert my attention and not just dwell on the loss."
"I just never thought it would happen to me," says Whelchel, who has worked in Christian ministry with Cauble since The Facts of Life ended in 1988. "It was painful to realize that it wasn't going to work out."
Whelchel, 49, and Cauble, 61, have three grown children. Despite the divorce, they remain close – even watching the premiere of the show together with their kids.
"We will always be friends," Whechel says. "And we will always be family, too."