Taking a subtle swipe at his famous ex-girlfriends, Kylie Jenner and Gigi Hadid, the 22-year-old singer explained: "Yeah, you go through stuff. You date people in the spotlight, and then all of a sudden they're like dating someone else and it's all you see," he said.
Cody and Kylie Jenner dated when they were both really young in 2011. Kylie briefly dated Jaden Smith in 2013, and then went extremely public with Tyga for the years following.
As for Cody's relationship with Gigi Hadid, they dated from 2013-2015, it didn't take her long to move on with Joe Jonas that same year.
Cody continued to explain to radio hosts Kyle and Jackie O: "It's not like you can just block someone on Facebook, that s*** is on the news and on billboards.
"I remember when I broke up with a girlfriend and then moved houses, I'd walk outside and [she] was plastered on a billboard. You can't get away from stuff."
When Kyle asked if Cody had ever been heartbroken before, he stumbled, "Um, not really, um, no" - although he did admit to crying after breakups.
As for his new music, Cody explained: "I'm writing about the s*** relationships I've had with the industry, the people in it, women and friends. All that stuff."
Cody and Miley decided to make their relationship open to the public as they had nothing to hide, as Cody explained in his interview.
Miley however has landed in some hot water after she shared an Instagram Live with Cody, explaining that she was only "gay" because she thought all men were evil... including ex-husband Liam Hemsworth.
"I always thought I had to be gay because I just thought, like, all guys were evil, but it's not true. There are good people out there that just happen to have d*cks. I've only ever met one…and he's on this Live," she said.
The "Slide Away" singer also said: "There are good men out there, guys, don't give up. You don't have to be gay, there are good people with d**ks out there, you've just got to find them. You've got to find a d**k that's not a d**k, you know."
Miley's comments about her sexuality obviously sparked outrage with many fans who were insulted by her suggestion that you turn gay if you can't find someone of the opposite sex that is good enough.
Since the backlash, Miley has responded.
"I was talking sh** about sucky guys, but let me be clear, YOU don't CHOOSE your sexuality. You are born as you are. It has always been my priority to protect the LGBTQ community I am a part of. 🌈 Happy Monday!"