The pair were seen dancing together at the event on Monday night, just days after announcing the end of their six-year marriage.
As the pair appeared together on stage outside the BBC’s old Television Centre in west London, Neil was pictured without his wedding ring.
However, Katya appeared to wear a ring featuring a large rock.
As they continued to dance together as they have in previous series, Katya told the Press Association that their professional relationship was something “you can’t take away”.
She said: “It’s really, really nice. We love dancing together and that’s why we have chosen to keep on dancing together. He’s just got his own show. I’m just so happy for him.
“Dancing brought us together and that’s going to stay that way forever. It’s really nice, actually. All the fans, they are there for the dancing and for us.
“We enjoy dancing with all the dancers. They all have their plus sides. We’re like, ‘Ah, he is really good at this and he is really good at this’ and all that.
“We have danced together for 11 years now. It’s just something you can’t take away. We just have that dance chemistry, no matter what,” she added.
The pro dancers confirmed they had parted ways after six years of marriage earlier this month – 10 months after Katya was caught kissing comedian Seann Walsh in the street having been paired up on the BBC ballroom show.
Announcing their decision to split, Katya and Neil both wrote on Instagram: “Hi everyone. As our fans and loyal supporters you are really important to us and so we wanted to let you know some news. After 11 years we have made the mutual decision to separate.
“We will always love each other, just in a different way as friends. This will never change what a great team we make and we are really proud of everything we have achieved together.
“Our shared love of dance means we will keep working and dancing together as well as exploring individual projects. No matter what we do we will always support and respect each other.
“We wish one another every happiness and we will remain the best of friends.”