On Monday, Gavin also stepped out in Beverly Hills, looking cool and casual, just before news broke of the split. The 49-year-old musician was snapped going shopping with a dog and a friend, and appeared to be pretty relaxed.
In documents obtained by ET, Gwen cited "irreconcilable differences" in her divorce petition filed on Monday, asking for joint custody of the couple's three sons: 9-year-old Kingston, 6-year-old Zuma, and 1-year-old Apollo. Gavin filed his response at the same time, and is also asking for joint custody.
The Insider recently caught up with Gavin's former gay lover, London-based pop singer Marilyn Robinson, who said he wasn't surprised by the pair's split announcement.
"I'm getting kind of the gist that people want me to be somehow to blame for the marriage split and that's just not true," Robinson stressed. "I love Gavin. I've always loved Gavin. I want him to be happy, and Gwen to be happy, and the kids to be happy."
Robinson said he and Gavin -- who he met in the early '80s when the two were both up-and-coming musicians in the London club scene -- have stayed in touch over the years, and even talked on the phone just a few weeks ago. "He was frustrated and kind of upset. Which makes absolute sense, really. Due to the recent revelations from the divorce and everything, it all makes sense now," he shared.