The Made In Chelsea star revealed that he has been staying with Wicks, best known for appearing in The Only Way Is Essex, for the last week.
Sharing a photo of them together on Instagram, he said: “Thank you so much for putting up with me for the past week @p_wicks01.
“I’m incredibly lucky to have people I can lean on when I’m down.
“I know you’re not the soppy type, but you really are the brother I never had. I love you mate.”
He added: “Good to see I havnt aged you over the past 6 days.”
The former couple are believed to have begun dating in 2019.
McDermott, a former Government adviser, found fame on the 2018 series of Love Island, in which she coupled up with Adam Collard, and has since appeared on X Factor: Celebrity.
Thompson debuted in E4’s Made In Chelsea in 2013 and competed on Celebrity Big Brother in 2017.
Thompson and McDermott’s representatives have been contacted for a response.