Russell denying rumors of a split with Katy on "Ellen", less than a month ago!

As we closed in on Christmas, all the tabloids were trying to suggest that KATY PERRY was pregnant. Turns out they were going 180 degrees in the wrong direction. Because last week, Katy and RUSSELL BRAND SPLIT UP.

Russell filed for divorce on Friday. He issued a statement saying, quote, "Sadly, Katy and I are ending our marriage. I'll always adore her and I know we'll remain friends."

Sources say Katy wanted HIM to do the filing so she wouldn't upset her super-religious parents.

They'd been seen in public without their wedding rings leading up to the split, and they spent the holidays apart: She was in Hawaii and he was in England.

Ironically, less than a month ago, Russell was denying rumors of a split on "Ellen". Check it out here.