After finding love together on the show in 2009, the couple have "mutually and amicably" decided to go their separate ways.
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Former world champion Joe, who recently appeared on Celebrity Masterchef, has said their busy schedules are to blame. He spends much of his time in his native Wales with his children, Joe, 19, and Connor, 16, while Kristina's dancing commitment see her travel around the country.
Confirming the news to the Sun, Joe said, "Kristina and I have had several terrific years together. She is a wonderful woman but we have mutually and amicably decided to go our separate ways.
"Various demands on time have meant that we have spent less time together. That will become more so in the coming months, so it seems wise to end our relationship now, as friends."
Kristina, 35, added, "Joe is a good man who I will always care about, but it make sense to part company now.
"It is nothing by amicable and we will have nothing but good memories and good thoughts about each other."
Siberia-born Kristina, who is preparing for another series of Strictly in the autumn, met Joe, 41, when they were partnered together in the 2009 series of the show. They got together shortly after he split from his girlfriend of five years, Jo-Emma Larvin.