He told the French news agency AFP that their "shared life" had ended.
Earlier, his office at the Elysee Palace told the BBC "false rumours" had been circulating in the French media, and no statement would be forthcoming.
Two weeks ago a magazine published photos apparently showing Mr Hollande's affair with an actress, Julie Gayet.
Ms Trierweiler spent a week in hospital after the revelations.
Mr Hollande, who has never denied having an affair with Julie Gayet, has admitted to a "difficult moment" in his relationship with Ms Trierweiler.
At the time, he promised to clarify the situation before his official visit to Washington on 11 February.
Mr Hollande told AFP he was speaking in a personal capacity and not as the head of state.
"I am making it known that I have put an end to my shared life with Valerie Trierweiler," he said.
On Thursday Ms Trierweiler sacked her lawyer for saying she was seeking to end her relationship with Mr Hollande "with the greatest possible dignity".
Ms Trierweiler, who has continued to work as a journalist for the glossy magazine Paris-Match, is travelling to India on Sunday in support of the work of the French charity Action Against Hunger.
Since she left hospital, she has been staying at an official residence, La Lanterne, near Versailles.
"He [Mr Hollande] has consulted her and brought her up to date, she accepts the situation as a fait accompli, but she is leaving it to him to take the initiative," a member of Ms Trierweiler's entourage told the newspaper Le Parisien.
Ms Trierweiler and Mr Hollande have never married. She announced their relationship six months after he left his previous partner, one-time French presidential candidate Segolene Royal, with whom he has four children.
For her part, Ms Gayet has announced she is suing Closer magazine, which published the original reports, for breach of privacy.
Closer magazine said that the affair had begun during the 2012 presidential race.
Luv sometym needs a break.....