Rumors of a breakup began last week after the two were spotted in New York, but reportedly stayed in different hotels.
Last week, Jonas appeared on "Good Morning America," where the “Chains” singer said of his relationship, "We're both busy and young and enjoying life. It's going well... for right now, we're taking it one step at a time."
The 22-year-old Jonas wrote his smash single "Jealous" for the former Miss Universe, who starred in the music video.
Jonas explained the meaning behind the song to Wendy Williams last November.
"We went out one night and this guy was looking at her for a little too long," Jonas said on the show. "It was uncomfortable. I'm not a jealous person, and this was an experience that I was one or two drinks in. I really got into it and then I decided to let me just process this a different way and go into the studio and write this song."
The couple was first spotted getting close courtside in 2013 at the US Open tennis tournament in New York.