The pop star, 28, split from actor Max Ehrich, 29, last week after six months together. They had announced their engagement in July.
Ehrich, best known for his role in US TV soap The Young And The Restless, later claimed to have found out about the break-up through the media.
Lovato has responded with new music in the form of surprise ballad Still Have Me, a song about heartbreak.
“Everything around me shattered, all the highs are now just lows,” Lovato sings on the track. “But it doesn’t even matter, because I’d rather be alone.”
Former Disney Channel star Lovato shocked fans when announcing Ehrich had popped the question in July.
She posted a string of photos from the proposal on the beach in Malibu and close-ups of the large diamond ring.
Alongside the pictures, Lovato wrote: “When I was a little girl, my birth dad always called me his ‘little partner’ – something that might’ve sounded strange without his southern cowboy like accent. To me it made perfect sense.
“And today that word makes perfect sense again but today I’m officially going to be someone else’s partner.
“@maxehrich – I knew I loved you the moment I met you.”
A source close to Lovato told People magazine the couple had decided to separate, adding: “It was a tough decision.”
