The 42-year-old cage fighter is furious after his ex-wife revealed earlier this week she has shown ''disgusting'' pictures and videos of him to her friends and believes that he is a victim of a revenge porn offence.
He told the Sunday People newspaper: ''I have reported her. Enough is enough.
''After seven years of bullying, harassment and threats I've had enough. I've been persecuted and it has to stop somewhere.''
Alex claims 39-year-old Katie - who filed for divorce from him in January 2011 after just 11 months of marriage - has broken promises she made when they split by showing the footage to other people.
He added: ''She has signed all sorts of things, admitted in front of lawyers and barristers and the law.
''She was someone I loved. She was someone I shared intimate things with. She has taken advantage of that.
''I believe she has flaunted it and broken it and I've basically had enough. I am ready to do this properly.''
Alex - who has previously discussed his enjoyment of cross-dressing as female alter ego known as Roxanne - accused Katie of taking the pictures and videos while he was drunk and unaware, and he has been left ''mortified'' by her revelation.
He said: ''For someone who has taken videos and recordings without my consent or knowledge when I was intoxicated... I am mortified and disgusted.
''It affects me and my family and I consider it a direct attack.''
After Katie's comments were published on Tuesday (18.07.17), he visited Colindale Police station in north London for advice on Thursday (20.07.17) and claims he met with officers again on Saturday (22.07.17) and will be going back for another meeting on Sunday (23.07.17).
Speaking earlier this week, the 'Loose Women' star - who has son Harvey, 15, with Dwight Yorke, kids Junior, 12, and Princess, 10, from her first marriage to Peter Andre, and Jett, three, and Bunny, two, with husband Kieran Hayler - spoke about the pictures while insisting she would never made them public property.
She said: ''Now, with Alex for example, the amount of stories he's done on me, but he forgets what videos and pictures I have of him. All my friends have seen them, but not once have I ever put them out. One, it would disturb everyone to the grave and number two, they're not flattering, they're disgusting. You look at them and you're disgusted.
''So, it doesn't matter what he does, I would never sell my soul and say, 'Wow, do you want to see this then?' I will never, over my dead body, do it, because I wouldn't stoop to that level.''
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