The model and actress wore head-to-toe black in Los Angeles, a day after dumping fiancé David McIntosh.
Though she didn't look that sad as she flipped her hair with a smile on her face, but it seems the split could have been down to David's close contact with his ex
According to the Daily Mirror, David, 28, claims he made Kelly, 34, aware of the trip to visit Sarah who allegedly dated for over year before meeting Kelly in January.
Brook was reportedly also made aware that he was texting and emailing his ex, leading to her decision to end their nine-month relationship on Friday.
MailOnline have contacted Kelly and David's representatives for comment.
Kelly has been using her social media to cope with the break up, first posting the tweet and later sharing an old picture of herself looking happy with an American flag in the caption.
While away from the UK in her adoptive home of Los Angeles, TV personality Kelly has been spending time with US actress Elisha Cuthbert.
On Friday night, the model was glammed up for a night out at celebrity hotspot Cecconi's, strutting her stuff through West Hollywood in burgundy peep toe heels.
She shared a hungover picture the next day that said: 'Hungover Bed selfie wearing my Coachella Crown #HeadHurts '
The model was putting her famous shape on show, and also a brave face on recent revelations because it was actually a day that she said was very sad.
She said: 'It's a sad Day but I wanted to share with you that David and I are no longer engaged,' Kelly tweeted from the US, while David is in England.'
And, as well as deleting all photos of him from her Instagram account, Kelly was taking a stance later that day when she headed out without her engagement ring.
Only last week David and Kelly were seen looking happy as ever, kissing and hugging as they enjoyed a holiday in Greece.
The couple couldn't keep their hands off each other as they frollicked in the sea. And on Wednesday, the former Gladiator star had tweeted how much he was missing Kelly.
Their engagement came as a shock to most as only two weeks before Kelly had split up from David, and deleted all images from their relationship from Instagram and other social media channels.
A source said at the time: 'Kelly got tired of the relationship and David trying to hog the limelight.'
The insider told the paper: 'She realised he was enjoying the fame a bit too much and wasn't as serious about her as she thought.'
Their relationship seemed to blossom from then on, and the pair become inseparable in London and in Los Angeles where Kelly was shooting the comedy pilot One Big Happy.
However, when David joined this year's line-up on Celebrity Big Brother his wife-to-be was absent when he both entered and exited the house.
The pair remained publicly smitten following his stint on the reality show, as Kelly promoted her raunchy memoirs that include intimate details of her past lovers.
In Close Up, Kelly writes about her relationships with former fiancés Jason Statham, Billy Zane and Thom Evans, and one can imagine publishers hoping she'll add on a few chapters about David now they have split.