"Thank you all for the support, but if you talk bad about Kristin I will delete and block you. It's unnecessary and heartless," he wrote on his Facebook page, according to the Chicago Tribune.
The Vanderbilt University grad also changed his relationship status on the social networking website to "Single" and replaced his profile pic, from a photo with his former love to a picture of him with his sister.
"Also, don't say now I can play football, I could play football when I had her compared to when I don't. Football is the least of my worries, so have some respect," he added in his message.
Cutler, 28, and Cavallari, 24, called off their four-month betrothal this weekend just days after they had partied away at their engagement celebration, People magazine reported Sunday.
The pair began dating last fall and Cutler popped the question in April.
The couple were reportedly planning a spring wedding and the former "Hills" star was preparing to move from Los Angeles to Chicago for the upcoming NFL season.
After the shocking news of their split, the internet was ablaze with rumors Cavallari was dumped by the football star while other reports blamed Cutler for being too controlling of the blond beauty.
"Thanks for the support. Love u guys," Cavallari tweeted late Sunday, without directly referencing the news.
Cutler led the Bears to the NFC Championship Game last season, where they were defeated by the Packers after he was knocked out of the game with a knee injury.