A rep for Jules previously told PEOPLE she is splitting from husband Michael Wainstein "over his infidelity"

Jules Wainstein has spoken out about her divorce.

Almost two months after a rep for the Real Housewives of New York City star told PEOPLE Jules was splitting from her husband “over his infidelity,” the star publicly addressed the news.

Appearing on Wednesday’s episode of Watch What Happens Live, Jules, 35, confirmed that she and her ex Michael Wainstein are in the process of getting a divorce.

When host Andy Cohen, 48, asked about reports that the exes are still living together, Jules nodded: “I can say that’s true.”

Jules and Michael, an investment banker, have been married for eight years and share two children together: son Jagger, 8, and daughter Rio, 5.

When Cohen asked whether Jules knew Michael’s alleged mistress, the star faltered – but her RHONY costar Dorinda Medley stepped in.

“I can say that’s true,” Medley said.

As for whether she ever suspected Michael would cheat, Jules said “never” before trailing off.

“I don’t know,” she added.

Medley, meanwhile, maintained Jules had never brought any suspicions up to her, despite the two women being very good friends.

“I mean, we’re very close,” Medley said. “So we would have had one of those late-night conversations where she says – ’cause we’ve all done it – ‘Oh my God, I think XYZ.’ I mean, I’ve done it when I’ve been completely wrong. We never had that conversation.”

RELATED VIDEO: Real Housewives of New York City‘s Jules Wainstein Set to Divorce Husband Michael over Alleged Cheating

Jules also shot down costar Bethenny Frankel‘s claims that Jules knew she was getting divorced before she started filming the show.

“Because we have a ‘mutual friend’? We have no mutual friends,” Jules said.

“Bethenny seems to have a mutual friend with all of us everywhere in the world!” Medley said.

“She knows everything,” added Jules.

“I think she can see dead people as well!” Medley quipped.

PEOPLE confirmed July 16 that Jules and Michael were getting a divorce. That same day, the star called the police to their Manhattan apartment because “she genuinely did not feel safe,” a source told PEOPLE at the time.

At the time, Michael’s attorney Mark Jay Heller told PEOPLE the cheating allegations are false and that the 911 call was based on fabricated charges.

The Real Housewives of New York City airs Wednesdays (9 p.m. ET) on Bravo.