Ryan Lochte is speaking out about his divorce from wife Kayla Ann, saying it's been a "rough day" since the news went public.

In a video message shared on his Instagram Stories, the 40-year-old Olympian thanked his friends and family who reached out after Kayla confirmed their split on Wednesday, June 4. "Just wanna say thank you to everyone that wrote a message, reached out to me," Lochte said, adding, "Yesterday was a rough day for me, but, like always in life, you've got to put one foot in front of the other and keep moving forward."

Lochte continued, saying, "And that's what I'm doing. To my second family that sent me this beautiful card, and a basket full of candy that now my son is eating," before his son Caiden jumped into the video to show a box of Whoppers.

Lochte added, "Thank you guys, I love you guys." He also wrote, "Love y'all," in text over the video.

Kayla Files for Divorce

Court records obtained by PEOPLE show that Kayla filed for divorce on March 26. The couple shares three children together: daughters Liv Rae, 5, and Georgia June, 2, and son Caiden, 7.

Kayla confirmed the split on Instagram, writing, "Earlier this year, I made the hard decision to end my marriage after deep prayer and reflection... I hold marriage in the highest regard, so this has been one of the most painful, revealing, and challenging seasons of my life."

Kayla added that she wants to continue "living with transparency and authenticity," but also noted that she wants to protect "the parts of this journey that are private and unfolding in uncharted territory."

Lochte's Response

Lochte addressed the split after Kayla shared her post, writing, "I want to take a moment to acknowledge what Kayla shared. This past year has brought major changes for both of us as we've come to the difficult decision to end our marriage."

Lochte added that the decision "hasn't been easy" but he believes it's "the right step toward peace and well-being for us both." He also said, "I remain committed to healing, growth, and co-parenting with care and respect as we move forward separately."

Read more about celebrity breakups and relationships here and here.