"It just fizzled," a source told US Weekly.
Jenner, 30, met Holly, a surfer and model. She was his first public girlfriend since he broke up with Avril Lavigne in 2012.
Another source told the Daily Mail that Jenner and Holly fell out during a Halloween party and immediately stopped following each other on Instagram.
"Brody and Bryana both partied at the Playboy Mansion to celebrate Halloween, something Bryana was really looking forward to, but the night ended really badly," the source said.
Jenner hasn't mentioned the split on Twitter, though he did share a photo of himself with his dog captioned "true love."