"We talked about it," a source close to the former Olympic athlete – who earlier this month said in a joint announcement that he and Kris Jenner were separating – tells PEOPLE.
"And he said, 'I'm not even going to think about another relationship at this point. After being with [Kris] for so long, I can't imagine getting involved with someone else.' "
Saturday night, Jenner, 63, stepped out to the Troubadour in West Hollywood to catch a performance by Brandon and Leah, the pop duo formed by Jenner's son Brandon and his wife.
Watching from an upstairs area overlooking the stage, "he was in great spirits," says an onlooker. "It was definitely all about his family."
During the 45-minute performance of the opening act, Odd Us, Jenner and his daughters, Kylie and Kendall "were all smiles," says the onlooker. "They were having a chill night out."