Sienna Miller ''blames herself'' for her split from Tom Sturridge.

The 'American Sniper' actress and the 29-year-old actor, who have three-year-old daughter Marlowe, recently ended their engagement after four years together and the blonde beauty is taking it very badly.

A source close to the 33-year-old beauty, who was previously engaged to Jude Law in 2005, told US OK! magazine: ''She doesn't understand why her relationships don't work. Even though this split wasn't completely her fault, she blames herself. She says it's the hardest thing she's ever endured.''

News of their separation came just weeks after they were pictured enjoying a holiday on the Mediterranean islands of Ibiza and Formentera, but friends recently revealed they ended their relationship before flying there.

An insider previously said: ''They'd actually already split up when they went to Formentera.

''Recently they've been going to events together but they weren't 'together together'.

''They seemed to be trying to keep it up for Marlowe but it looks like they had finally come to the conclusion that things are not working for now.

''Sienna values honesty and it seems neither of them wanted to live a lie as their daughter grows older, so they called off their engagement.''