Zayn has been living in Miami the last few weeks and the singer was snapped hanging out by the pool with some friends on Wednesday.
But the 25-year-old didn't look so good. He appeared worn out and gloomy as he smoked a cigarette.
The "Pillow Talk" singer showed off his skinny frame in a pair of red shorts as he lounged around in the Florida sun.
Zayn and Gigi shocked the world when they announced they were splitting up on Tuesday, after two-and-a-half years of dating.
Gigi has also emerged for the first time since the breakup. The model was snapped leaving her apartment building in New York City on Thursday morning.
The 22-year-old put on a brave face as she made her way to the car in a red turtle neck and plaid grey pants.
"Gigi and I had an incredibly meaningful, loving and fun relationship and I have a huge amount of respect and adoration for Gigi as a woman and a friend," Zayn wrote on Twitter. "She has such an incredible soul. I'm grateful to all of our fans for respecting this difficult decision and our privacy at this time."
His ex took to Twitter as well, writing: "Breakup statements often seem impersonal because there is really no way to put into words what two people experience together over a few years .. not only in the relationship, but in life in general. I'm forever grateful for the love, time, and life lessons that Z and I shared."
"I want nothing but the best for him and will continue to support him as a friend that I have immense respect and love for. As for the future, whatever's meant to be will always be," she continued.
What are your thoughts on Zayn and Gigi's breakup? Sound off in the comment section.