NewB3, you guys are officially divorced but the children don't know? Ugh, my heart just aches for that conversation. Telling our daughter was probably the hardest part of this whole thing thus far. She has handled it with grace and strength and has strangely been an inspiration to me on how to handle the weight of all this. She's very wise beyond her years.
I wish you the very best with that conversation. May I suggest you remind them it's not their fault and make sure to tell them how their lives will change (will they go to the same schools? will they still see grandparents?).