Joe Jonas publicly spoke about his divorce from "Game of Thrones" actress Sophie Turner for the first time while onstage at Dodger Stadium in Los Angeles on Saturday.

Joe, along with brothers Nick and Kevin Jonas, are currently on their tour titled "THE TOUR." The musician filed for divorce on Sept. 5 and spoke about the rumors swirling around the end of their relationship publicly for the first time.

"It's been a crazy week," Joe told the audience, Fox News Digital can confirm. "I just want to say, if you don't hear it from these lips, don't believe it. OK?"

JOE JONAS, SOPHIE TURNER BREAK SILENCE ON DIVORCE, ADDRESS SPECULATION ABOUT SPLIT

Joe Jonas holds the microphone stand on stage

Joe Jonas spoke out publicly for the first time about his divorce from wife Sophie Turner while onstage in Los Angeles. (Bryan Steffy/Getty Images)

Nick, Joe and Kevin Jonas on tour

Nick Jonas, Joe Jonas and Kevin Jonas of the Jonas Brothers are currently on tour and performing all the music they've released throughout the years. (Bryan Steffy/Getty Images)

"Thank you, everyone, for the love and support to me and my family. I love you guys."

Jonas made the acknowledgment ahead of the band's performance of "Hesitate," which was allegedly inspired by his relationship with Turner. He later became emotional and shed a single tear during the song, according to Page Six.

Jonas previously released a joint statement with Turner after the news of their divorce.

"After four wonderful years of marriage we have mutually decided to amicably end our marriage," the estranged couple wrote on Instagram at the time. "There are many speculative narratives as to why but, truly this is a united decision and we sincerely hope that everyone can respect our wishes for privacy for us and our children."

Joe Jonas and Sophie Turner pose for a photo

Joe Jonas filed for divorce from Sophie Turner on Sept. 5. (Bruce Glikas/WireImage via Getty Images)

CLICK HERE TO SIGN UP FOR THE ENTERTAINMENT NEWSLETTER

Jonas filed for divorce from Turner on Sept. 5 in Miami-Dade County court in Florida. The former Disney star is represented by celebrity attorney Thomas J. Sasser, who was previously hired by Tiger Woods.

The singer said the marriage was "irretrievably broken" in court documents obtained by Fox News Digital.

Jonas and Turner began dating in 2016 and later married in an impromptu ceremony at A Little White Wedding Chapel in Las Vegas on May 1, 2019. They share two children together.

Joe Jonas and Sophie Turner on the red carpet

Joe Jonas and Sophie Turner married in 2019 in Las Vegas. (David Crotty/Patrick McMullan via Getty Images)

CLICK HERE TO GET THE FOX NEWS APP