TODAY reported Joe, 34, filed for a dissolution of marriage from Sophie, 27, as it's "irretrievably broken."
According to the filing, they also have a prenuptial agreement, or a contract establishing their respective rights to property and support in the event of divorce or death.
Joe said their two daughters, three-year-old Willa and a 14-month-old identified as "D," have been living with him "in Miami and other locations throughout the United States" according to the filing.
TMZ, citing an anonymous source, earlier reported they have "serious problems" in their marriage for at least six months.
“She likes to party; he likes to stay at home. They have very different lifestyles,” a source told TMZ.
TMZ reported that he brings their kids with him as he tours with his bandmates and siblings Jonas Brothers. Citing an anonymous source, the celebrity gossip website said he's caring for them "pretty much all of the time."
Birmingham Mail, meanwhile, reported that Sophie is back in her home country filming her latest television series Joan.
Joe and Sophie got married in 2019 after nearly three years of dating.
Joe is the third of the pop group Jonas Brothers alongside Nick and Kevin.
Sophie, meanwhile, starred in the fantasy series Game of Thrones.