Clark Gregg and Jennifer Grey have decided to end their relationship after being married for 19 years.

As People reports, Gregg and Grey announced their separation on Thursday, in a joint statement they posted via Instagram.

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Jennifer Grey and Clark Gregg at a screening of 'Tigerland', at the Zanuck Theater, on the lot at Twentieth Century Fox Studios in 2000

Gregg and Grey say they "remain close" despite getting a divorce

Gregg's joint statement with Grey explains that they actually split at the beginning of the year. "After 19 years together, we separated in January, knowing we'd always be a family who loves, values and cares for each other," the former couple revealed in their post. 

"We recently made the difficult decision to divorce but we remain close and are deeply grateful for the life we've shared and the wonderful daughter we've raised," they went on to say, before signing off with both their names. "P.S. Totally crying as we post this."

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Stella Gregg, Clark Gregg, and Jennifer Grey attend the Marvel Studios Captain Marvel premiere on March 4, 2019.

Clark Gregg and Jennifer Grey have 18-year-old daughter together

Gregg's relationship with Grey goes back years! As People mentions, the two got married in July 2001 on Martha's Vineyard Beach after having begun dating during the summer of 2000. The pair share 18-year-old daughter Stella, who was born December 2011.

Grey became famous for playing "Baby" in the '80s rom-com Dirty Dancing, and has appeared on several television shows since, including The Connors and Grey's Anatomy. She even won season 11 of Dancing With the Stars

Meanwhile, Gregg has become known for his role as "Agent Phil Coulson" in the Marvel Cinematic Universe, a fan-favourite character who first appeared in 2008's Iron Man.

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Grey wished Gregg a happy Father's Day on Instagram last month

Grey showed support for her ex-husband on Father's Day last month with a sweet post. "Happy Father's Day @clarkgregg. I love you and am beyond grateful you showed up just in the nick o' time to make my dream come true," she wrote in her caption.

"For continuing to show up as a devoted, loving dad and partner to raise this amazing human with," Grey continued, "couldn't have done it without you."

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See Clark Gregg and Jennifer Grey's joint Instagram post about their split here!