Craig Conover is making it clear he was as shocked as fans were by his split from girlfriend Paige DeSorbo ... saying so in a candid video statement.

The "Southern Charm" star has broken his silence on the jaw-dropping split, which his fellow Bravo personality and ex-girlfriend announced on her "Giggly Squad" podcast at the end of December.

Craig, in an update shared on his Instagram Story, apologizes for the delay in addressing fans ... but confesses his breakup was "very, very unexpected to say the least."

He confirms the fan-favorite couple called it quits right before the holidays ... indicating Paige may've been the one to make the ultimate decision, as he was "very shocked" by it all.

Still, he says he harbors no ill will toward his former flame, encouraging fans "to be kind to Paige" during this time.

As for himself, Craig admits he's "still processing everything" ... which he feels is normal given the fact he and Paige dated for 3 years. Nonetheless, he's ready to start living his life again ... even if he's not ready to reveal more about the specifics surrounding their breakup.

He adds ... "One day I'll be able to talk more on it, but right now I just wanted to thank everyone for their kind messages."

As TMZ previously reported ... Paige informed fans her and Craig's relationship was officially over -- though, she emphasized there was no infidelity or anything else negative that caused the schism.

At the time, Paige said she and Craig had different visions for their future ... which prompted a tough but honest conversation between the two of them.

As they say ... all good things must come to an end.