The couple had been in a relationship for two years.
Cassidy returned home from Argentina two days before the death of the former One Direction star.
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The 31-year-old singer died after falling from a hotel balcony in Buenos Aires.
Simon Cowell, who mentored One Direction during their time on The X Factor, Payne‘s bandmates and his former girlfriend Cherylhave paid tribute in the last two days.
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Fans sing One Direction in tribute to Liam Payne
Cowell said he was “truly devastated” and “heartbroken” about Payne’s death.
“Liam, I am truly devastated. Heartbroken. And I feel empty. And I want you to know how much love and respect I have for you. Every tear I have shed is a memory of you,” he said.
Meanwhile,Harry Styles said that the time the pair spent together would be “among the most cherished years of my life”.
Niall Horan said in a separate statement that his former bandmate had an “energy for life and a passion for work that was infectious”.
Payne was previously engaged to model Maya Henry, and shares a seven-year-old son Bear with the singer Cheryl.
Cheryl said their child “has to face the reality of never seeing his father again”.
The Girls Aloud star and former X Factor judge also hit out at “abhorrent reports” about Payne, saying: “It is breaking my heart further that I cannot protect (Bear) from that in his future.”