"She's just had enough of it," said the rapper, 29, during an interview on BBC Radio 1 on Wednesday.
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"I'm happy for her to do anything that makes her happy, and it really wasn't making her happy."
He also revealed that none of Millie's castmates will be attending their September wedding.
"No Chelsea people," he told Sarah Cox. "I don't know many Chelsea people apart from Millie and her immediate circle, which aren't in the show."
The couple were pictured together at the launch of his new collection for Puma, which he showcased during a fashion show at an exclusive London venue.
Millie turned up to support her fiancé, and even carried a tray of drinks around for guests.
The pair are due to wed at Somerset's Babington House in September. Immediately after, Millie will join Professor Green on the American leg of his tour.
"He is touring in America next year and Millie will joing him as she didn't want to be apart from her husband so soon after tying the knot," a source told the Mirror.
"She has told producers she's quitting the show and will join him there."
The claims come after co-star Spencer Matthews revealed he thought Millie would be the first to leave.
"Who will be the first to leave? Probably Millie," he told BANG Showbiz. "That's not to say I want her off the show, I think she's very entertaining .
"Millie is about to get married and have a very different life," he continued. "She'll probably have kids . It's going to be very difficult for her to be in and around Made In Chelsea with all that going on."
Millie and Professor Green, whose real name is Stephen Manderson, announced their engagement back in March, with Millie excitedly tweeting pictures of her dazzling diamond ring.