Chris Rock, 49, married Malaak Compton-Rock, 45, in 1996. They have two daughters together, Lola Simone, 12, and Zahra Savannah, 10.
"After much contemplation and 19 years of marriage, Chris and I have decided to go our separate ways," Malaak Compton-Rock said in a statement Sunday night.
"Being fortunate enough to lead a life of service by working with those most vulnerable makes me well aware of life's blessings, even when faced with difficulties.
"While recognizing that this is a significant change, my children remain at the center of my life and their well-being is my top priority. It is in this spirit that I sincerely ask that their privacy and the privacy of our family be respected during this transition in our lives."
Rock's lawyer confirmed the split and said the comedian requests privacy at this time.
"Chris Rock has filed for divorce from his wife, Malaak," Cohen said in a statement. "This is a personal matter and Chris requests privacy as he and Malaak work through this process and focus on their family."
The couple first met in 1994, when Rock and his friends crashed a New York City awards show.
"She's changed me," Rock told Ebony in 1997. "She's really calmed me down and centered my life."
Compton-Rock is a philanthropist and the founder of the nonprofit styleWORKS, which assists women entering the workforce after leaving welfare.
The comedian's new low-budget film Top Five has brought in almost $20 million since its Dec. 12 release and received high praise from reviewers.
Chris Rock said in a widely quoted stand-up routine that "everybody needs a prenup."
"Everybody needs a prenup," he once said in a stand-up performance explaining that he understood why O.J. Simpson killed his wife.
"People think you gotta be rich to get a prenup. Oh no. You got twenty million and your wife wants ten, big deal, you ain't starving. But if you make thirty thousand, and your wife wants fifteen, you might have to kill her!"
The couple has been followed by rumors of marital problems for much of their relationship:
Rock said he was separated from his wife briefly in 1999, when he dated a woman who later claimed he was the father of her child, the Los Angeles Times reported. DNA tests proved he was not the father.
In 2006, the New York Daily News reported that Chris Rock had filed for divorce from his wife, but the paper later reported that the couple had worked out their differences. Rock denied the reports althogether, saying they were "untrue rumors and lies."
Shortly after the incident, Chris Rock and his family appeared on The Oprah Winfrey Show, and Rock said: "Now that I have children, I realize taking care of my children is more fun than anything in the whole world."