Hefner and Holly Madison, one of E!'s The Girls Next Door, are no longer dating. Hefner said he's been "down in the dumps" about the split.
The 28-year-old model-actress stars in the reality series with Kendra Wilkinson and Bridget Marquardt as one of the 82-year-old publisher's girlfriends who live with Hefner in the Playboy Mansion.
"If Holly says it's over, I guess it's over," Hefner said in a telephone interview Wednesday. "She's still here in the house. Until a few days ago, we were still sharing the same bed."
Hefner was surprised to hear Madison discussing their breakup, but acknowledged he knew a split was imminent after he told Madison that they would never wed or have children.