His harmonious relationship with his ex-wife, Sadie Frost is also thought to have been an issue.
Self-confessed free spirit, Sienna, 29, may not have been the perfect match for the dad-of-four.
The 38-year-old supposedly didn't share her fondness for going out on the town. Instead, he wanted to concentrate on doing up the London home they were going to move into.
It was originally thought the pair had bought the £8 million mansion together. But it has now emerged that Jude's name is the only one on the legal documents.
The North London house is close to Sadie's.
And evidence of friction between the two women emerged after Sienna apparently took Rudy - Jude's son with Sadie - for a haircut.
Sadie posted a tweet on Twitter commenting on the incident, saying: "I think ya should get ya own child and then cut their hair."
Then there was her tweet at Christmas, after Jude spent the day with her and their children.
"Daddy Law, Mumma Frost, and the 4 baby bears all ate, drank, sang, and were merry - a good year for us!" she wrote.
Whatever the reason behind the couple's split, friends from both camps agree on one thing – this time it's final.