The 47-year-old also said that Jackie has assured him that her and Lee are in a 'better place' after their split.
'You're sad for your friends but she assures me that they're both in a better place now, and they're both better friends then they were together.'
'I just wanted her to know I am there for her as a friend, I have known her for 20 years for god's sake. I hope she is happy, I hope the whole family is happy.'
Kyle also said the pairs main focus was their 7-year-old daughter, Kitty.
‘Obviously Lee and I have decided to separate, which you know already Kyle,’ Henderson said on Friday's show.
‘It’s not a decision we took lightly. I think Lee and I have been so lucky that our separation has been extremely amicable.’
Jackie went onto explain that she has remained 'really good friends' with Lee throughout their split, talking on the phone everyday and hanging out as a family.
Although the announcement of their split came as a shock to fans, it is something that has been a long time coming.
'It’s not something that happened overnight for us,' she said. 'It’s been a long time. We’ve been separated for a long time. We’re just lucky that we were able to do it in private.'