The news came as a shock to many of her fans and fellow dancers, particularly because she won the show with Joe Swash, 38, last year.
Phillip commented on Alex’s post with a simple crying face emoji as he expressed his sadness about the decision.
An ITV spokesperson said: “Each series the Dancing On Ice team looks at our existing line-up and explores opportunities to potentially introduce some new faces to the skating professional team.
“Alex Murphy will not be appearing in the next series and we wish her all the best for the future.”
This Morning airs weekdays on ITV at 10am.