The professional dancer was reported to have split from the Love Island star Higgins earlier this month.
Writing on Instagram, Pernice said that “great relationships with great people can come to a natural end”.
“This has been the case for me recently,” he added.
“There was absolutely no wrongdoing & this should be the end of any speculation.
“Whilst I respect & understand interest in my personal life, wouldn’t it be fantastic to instead use this space to raise awareness of subject & issues which need the attention.”
“My eyes have been opened to so many things during my career.
“But I am learning so much from this series of Strictly.
“The show has highlighted many important conversations for different communities & increased representation.
“These are the conversations which deserve the time, energy and recognition.
“We must concentrate on what’s important and how we can all make a difference in life.”
Higgins previously confirmed she was in a relationship with Pernice in July.
She announced the news by sharing a photo of them embracing by the sea, captioning the photo: “I’m yours.”
Pernice is partnered with EastEnders star Rose Ayling-Ellis in the current series of Strictly.
He said he is “going into another wonderful training week” as he thanked viewers for their “amazing messages” and support.
Italian dancer Pernice has appeared on Strictly since 2015.Internet Explorer Channel Network