UsMagazine.com reported Cutler confirmed the breakup on Facebook Monday.
"Thank you all for the support, but if you talk bad about Kristin I will delete and block you," he wrote.
The former couple had dated for less than a year before they split up. They announced their engagement in April.
Cavallari, 24, whose small-screen credits include "Laguna Beach" and "The Hills," was "blindsided" when Cutler, 28, called off their engagement, UsMagazine.com cited an unnamed source as saying.
"Jay dumped her out of nowhere," the insider said. "They just had their engagement party last Saturday and then he decided he didn't want her anymore. ... She's upset. She was ready to marry him."
Jessica Simpson shares three-way kiss with friends in photo
Interpol investigating stolen passports on missing flight