The DJs had both been due to perform sets for the partygoers onboard the Norwegian Pearl cruise ship as they made their way from the Port of Miami, Florida to Mexico.
However, the bash came to a halt just hours after its launch on 12 November (15) when 24-year-old Charleston, South Carolina resident Kaylyn Sommer allegedly threw herself into the water off the coast of Cuba.
Officials from the U.S. Coast Guard were called in to search for the woman, while event organisers decided to cut short the four-day party and turn the boat around.
The search mission was called off days later, and now FBI agents have stepped in to take over the missing persons investigation.
At the time of the incident, Mad Decent Boat Party bosses issued a statement, in which they vowed to provide "support to the family and all impacted guests during this difficult time".
Now Skrillex has broken his silence on the "awful" tragedy, admitting the unfortunate incident has hit him, and all involved, hard.
"Just like bad things happen all over the world, it's something none of ever foresaw or would ever have wanted to be a part of," he tells TMZ.com. "It affected all of us so much and it's not something that we want to be sensationalised."
The annual party cruise, hosted by Diplo's record label executives, had also featured A-Trak and Diplo's dance act Major Lazer on the line-up.