The two actors each tweeted Tuesday that they have ended their relationship after five years. Publicists for Carrey and McCarthy confirmed the split.
The 48-year-old Carrey wrote on the social networking Web site, "Jenny and I have just ended our 5yr relationship. I'm grateful 4 the many blessings we've shared and I wish her the very best!"
On Wednesday, he followed with another message thanking his fans for their support, saying, "I appreciate your well wishes today! All of you folks together make One Mighty Heart! Spanks!"
The 37-year-old McCarthy tweeted Tuesday that she "will always keep Jim as a leading man in my heart."
McCarthy also said in her tweet that she would "stay committed" to Carrey's adult daughter, 22-year-old Jane, who gave birth to son Jackson Riley Santana in February.
McCarthy has a 7-year-old son, Evan, from her marriage to actor/director John Asher. The two married in 1999 and divorced in 2005.
Both actors said they were grateful for the time they spent together.