The 38-year-old joked that being married was only slightly better than being a monk, during a recent show.
Russell was performing at The Soho Theatre last week, when he made the cutting remarks.
Other women on his mind: Russell Brand has said that being married is similar to being a monk
The funnyman added: 'I'd be having sex thinking, "think of anyone, anyone else"', Entertainmentwise reports.
Russel and Katy's marriage ended in December 2011 after just 14 months together.
What will the ex-wife say: The funnyman made the cutting remarks during a gig at The Soho Theatre in London