"I just broke up with my girlfriend," Musk said of the 31-year-old Justice League actress. "I was really in love, and it hurt bad."
"Well, she broke up with me more than I broke up with her, I think," he added.
Heard admitted his split from Heard was so painful that it overshadowed the launch of his Model 3 car in July.
"I've been in severe emotional pain for the last few weeks," the engineer and inventor said. "Severe. It took every ounce of will to be able to do the Model 3 event and not look like the most depressed guy around."
"For most of that day, I was morbid," he confessed. "And then I had to psych myself up: drink a couple of Red Bulls, hang out with positive people and then, like, tell myself: 'I have all these people depending on me. All right do it!'"
Musk had confirmed his breakup with Heard in an Instagram comment in August. He said at the time that their busy schedules proved to be a challenge in their relationship.
"We are still friends, remain close and love one another," he said. "Long distance relationship when both partners have intense work obligations are always difficult, but who knows what the future holds."
Musk was previously married to Talulah Riley, and shares five sons, Damian, Griffin, Kai, Saxon and Xavier, with the 32-year-old actress. Heard, meanwhile, was previously wed to actor Johnny Depp.