Despite ultimately going their separate ways, the 25-year-old said he and Miley had an "amazing year together".
During the candid interview, Cody also shed light on his break up with model Marloes Stevens.
"I'm single here. It's a lot with training full time swimming so it's hard to juggle," he said.
Cody and Miley, 29, started dating shortly after her split from Kaitlynn Carter, the ex of Brody Jenner, whom she moved on with after her relationship with husband Liam Hemsworth ended.
Just months before their August 2020 split, Cody gushed over Miley in a tell-all interview with the Sydney Morning Herald.
"Being with Miley is a wonderful thing in my life. She is creative and inspiring, fiercely independent and encourages me to be my own person, too. We are both creative individuals who support one another with our work," Cody said.
"Miley also inspires my art. There’s some romance in the poems I have written and yeah, they might be about her. It’s inevitable that what happens in my private life comes out in my work."
During their very public relationship, the pair provided an endless stream of loved-up photos on Instagram.
When announcing their split, Miley said that their relationship ended because "two halves can't make a whole".
"And we're individually just working on ourselves to become the people that we wanna be, like everybody else at this age," she said at the time.
"We are just deciding who we wanna be in our lives, what we wanna do, and so, don't make it some drama story if next week we're hanging out, getting pizza.
"We've been friends for 10 years and we're going to continue to be friends, so just don't make it something that it is not."
In May 2021, nearly a year after breaking up, Miley revealed there was no bad blood between herself and the Masked Singer winner.
“Everything ended fairly amicably. It was just one of those phases I guess you go through and you learn a lot from it,” she told 60 Minutes.