The 35-year-old cage fighter admits he found it tough when the model-and-TV star called time on their 11-month marriage in January, but he is now moving on with his life.
He said: "I'm deeply sad it didn't work out [with Katie]. I was devastated. But now I can actually smile about it and think, 'Thank you very much.' Big learning curve - But she'll always have a special place in my heart. I would have given my life for her.
"I am a romantic for better or for worse, so yeah, that hurts. I wish it had worked out. It's sad because I was fighting the whole way to save it. It wasn't my choice [to split]."
Something that has helped Alex get over the split is his blossoming romance with British reality TV star Chantelle Houghton.
The pair have been dating for several weeks after first meeting at an awards show in Northern Ireland in April, and the muscle man admits he is really falling with the blonde beauty.
He told new! magazine: "The great thing about Chantelle is that she's so feminine, a real lady. It's nice to be with someone who's a real lady.
"She really is just so sweet, so girly. I'm cheeky. I'm like a little kid and I play around, I make little bum jokes. I tone that down a bit. She's not a prude, she'll find it funny, but I want to be a gentleman. She doesn't swear either. We've got a lot in Common."
Gritty and involving, this small British thriller is like Memento crossed with The Bourne Identity...