At the time, Wintour had also just divorced her psychiatrist husband David Shaffer, with whom she shares two children.
In 2004, Bryan and Wintour wed in a top-secret ceremony.
It's been a difficult year for Wintour, with the Vogue editor's former friend, André Leon Talley, painting the media mogul in an unflattering light in his memoir, The Chiffon Trenches, back in May.
Talley, who had worked for Vogue for over 20 years, claimed in the book that he was frozen out by Wintour because he was "too old, too overweight, and too uncool".
After those claims came to light, Wintour issued a statement in which she apologised for her mistakes and for letting "hurtful and intolerant behaviour" go unchecked during her reign.
The month following the scathing memoir, Vogue's publisher Condé Nast was accused of widespread racism.
While Wintour's representative refused to comment on her recent split, Page Six claims that Bryan, 74, might have gone back to his ex-wife Katherine, whom he left for Wintour over two decades ago.
However, another source said that wasn't true. "Katherine and Shelby have kids together [and] are friends. That's all," the insider claimed.
In 2013, it was reported that Bryan owed $US1.2 million in back taxes to the IRS.
Wintour, 70, is the mother to son Charles, 35, and daughter Bee, 33, from her marriage to Shaffer.