During an emotional press conference to promote a new drama on Wednesday, Wu held back tears as she revealed she had broken up with Wong, reported Hong Kong media.
"I just hope everyone can handle these matters maturely," said Wu, 32, declining to go into details on why they broke up.
"I am sorry. Sorry, I really don't want to talk about what's bad about him… I hope everyone will give us a little space."
The news sent shockwaves through Hong Kong's entertainment industry. The pair had been dating for 8 years.
In a radio interview earlier this week, Wong also broke down, revealing that Wu had asked for a break-up several months ago.
"There are some feelings that are gone once they are gone," said Wong, who insisted there was no third party involved despite being linked to three female co-stars in recent months.
"Been together with Myolie for so long, and now we've split up, it's definitely upsetting."
According to celebrity website jaynestars, Bosco is a serial flirt with his co-stars and that the pair had grown increasingly distant after spending time apart due to filming schedules.