The cage fighter was devastated when Katie known as Jordan threw him out of her Surrey home on Saturday (24.10.09) after a series of furious arguments.
Alex was sobbing when he arrived at the mansion, in South East England, where he is said to have begged Katie to take him back.
But Katie wasn't interested in a reunion, sending Alex back to his parents house with a promise she would try to "work on" their romance.
Friends say the 31-year-old glamour model is still reeling from claims Alex had been intimate with a 22-year-old Thai transsexual in Phuket in 2006, and that he is a secret cross-dresser who goes by the name of Roxanne.
An insider told Britains The Sun newspaper: "Katie likes Alex, but she doesn't love him. She is also sick to death of his past secrets - she went berserk over the ladyboy.
"But she also does not want to be single - she can't stand it and she needs someone to constantly be there for her. Deep down, she is incredibly insecure."
But Alex is convinced Katie cannot commit to him because she is still in love with her former husband Peter Andre, who she divorced last week.
The source explained: "Alex was very upset. She has told him they'll work at the relationship, but he needs to slow down. He is always telling her he loves her and it's just too soon after her split with Pete."
Alex's father Bob has denied claims Alex and Katie have split, saying: "Alex is staying with us for a few days. He and Katie have not split up. He would have told me if they had."
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