Christina Raines, 24, removed her belongings from Drew Peterson's home as the woman's father looked on, along with a television camera crew and officers from Peterson's former department, said Bolingbrook police spokesman Lt. Ken Teppel.
Peterson, 55, is suspected in the October 2007 disappearance of his fourth wife, Stacy Peterson. Peterson has not been charged, but authorities have said they are investigating the disappearance as a possible homicide.
Peterson has denied any involvement in his wife's disappearance and has maintained that he believes she left him for another man.
Peterson declined to discuss reasons for the breakup with his fiancee, though Selig said it was prompted by Peterson's appearance Thursday on ABC's "Nightline."
Peterson had said on the show that he treated Raines "better than she's ever been treated."
Hours later, Raines, her father, Ernest, and a TV crew came to the home to retrieve her belongings. Peterson refused to allow the father on his property or the cameras in the home, and Ernest Raines called police Friday morning, Teppel said.
"Drew did tell me it's over," said Glenn Selig, Peterson's publicist.
Authorities also are investigating the death of Peterson's third wife, Kathleen Savio, whose body was found in an empty bathtub in her house in 2004. After Stacy Peterson disappeared, authorities reopened the investigation of Savio's death, which was originally classified as an accident. Her body was exhumed and her death was reclassified as a homicide following an autopsy.
In December, Peterson had said he was concerned media attention might strain and ultimately end the relationship with Raines, who at the time was 23
- the same age as Stacy Peterson when she disappeared.