"I think it is a highly personal matter about which I would not like to say anything," the MLA from Raghogarh constituency said.
"However, I would like to say that my father has my full support," Singh said.
67-year-old Digvijay had announced on Wednesday on micro-blogging website Twitter that he was in a relationship with TV anchor Amrita Rai, who has filed for a mutual consent divorce from her first husband.
Jaiwardhan, who studied in the US, was elected last year to the state assembly from Raghogarh constituency in Guna district, from where Digvijay was elected for the first time way back in 1977.
Also read: Digvijaya admits to relationship with journalist Amrita Rai
Complete Coverage: Lok Sabha Election 2014