They say Vanessa Trump is seeking an uncontested divorce in a New York court.
The couple, both 40, have been married since 2005. They have five children.
"After 12 years of marriage, we have decided to go our separate ways," the couple were quoted as saying by news site Page Six. "We ask for your privacy during this time."
The couple provided no further details.
An uncontested divorce means that custody over the children and assets are not disputed during legal proceedings.
Earlier this year, US media reported that the couple had marital problems, pointing out to Mr Trump Jr's frequent travel and his love of social media.
(Except for the headline, this story, originally published by BBC News has not been edited by SLM staff)