"I'm sure every girl meets someone once in her life and thinks, 'This is the one!
"It flashed across the bottom of the screen, 'Kate Moss in Aspen with new boyfriend Jamie. I tried to call Jamie's phone but it was turned off, so I called his mother and asked her what was going on.
"She said, 'Well yes, unfortunately you and Jamie need to speak.' I said, 'So it's true.' I felt shocked, absolutely shocked.
And he has told Jessie he still loves her, but she says there can be no going back after what has happened.
"I didn't even know he'd met Kate Moss until I woke up on New Year's Day and put on the news," she said. We both looked at each other and said, 'No, it couldn't be.' There was this horrible sick feeling in my stomach.
The Mail on Sunday can reveal that Jessie, 23, who had just spent a romantic family Christmas with her boyfriend of 14 months, had no idea he was on a New Year's ski holiday with Ms Moss in Aspen, Colorado, until she and a girlfriend saw it reported on television.
The Mail on Sunday had broken the news that morning.
It is known that, at the moment, he lives in New York, NY and that he signed with 1 Model Management agency.
Some of his model friends are Gabriel Aubry, Jacquetta Wheeler, James Rousseau, Jamie Dornan, Jarrod Branch.
In an exclusive interview, Jessie revealed that she and 20-year-old Burke had been "desperately in love" and talked about sharing their lives together until the supermodel, 11 years his senior, "swept Jamie off his feet" during a holiday on Sir Richard Branson's private Caribbean island Necker.
Burke has told her his affair with Moss is at an end although they remain friends.
Jamie dated Kate Moss and amongst other famous relationships was Courtney Love.