Comedian Andrew Dice Clay Files for Divorce

April 8, 2014 — -- Who says divorce means you and your partner are done? Not Andrew Dice Clay.

The iconic comedian and his third wife legally separated in March, People reported -- and then went out together to celebrate.

Watch: Andrew Dice Clay Teams Up With Woody Allen for 'Blue Jasmine'

The removal of the titled married was just that - only the removal of a title, Clay said. The two are staying together and completely happy, he added.

"The word 'marriage' was putting a pressure on our relationship and, since we filed, we've been more in love and have had more respect for each other than ever before," Clay told People. "We celebrated the divorce at Craig's in Hollywood."

The two were married in February 2010. Clay has two sons, Max and Dylan, from a previous marriage.