And according to the mag, the reunited comedians – who first broke up in July 2008 after five years of dating and heated up again last fall – likely won't be getting back together.
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"Sarah initiated the split this time," a source told the mag. "He's bummed."
"He's really blue — very down," another source added. "Seems like it's over for good this time. He's sad because he just bought a new place and now has nobody to share it with."
The two reportedly became romantic after working together on the Comedy Central show "Crank Yankers."
"We had known each other for a while, just watching movies and stuff, just being friends," Sarah told Esquire in an interview in 2007. "And then one night we were watching "Broadway Danny Rose." Jimmy went in for the first kiss, and both of us — we were probably nose to nose for what seemed like forty minutes before either of us had the guts to just go ahead and kiss. But once we did, we started making out like crazy."
"It had been festering for a very long time," she added at the time.