The Sun on Sunday reports that Sheridan and Greg began dating after they exchanged messages on Twitter.
Greg, 36, is currently in the process of divorcing his wife of 10 years, Catherine, who he has three children with.
According to the newspaper, Greg and Sheridan started seeing each other months after he separated from his wife last summer.
However Greg has spoken out on Twitter to deny that he is currently in a relationship.
He said: "I am single, my ex and I separated last summer and are currently going through a divorce."
So it looks like he and Sheridan, 33, aren't an item after all.
The pair must just be good friends as they were spotted dining together in Liverpool earlier in January.
More recently, when Sheridan won a gong at the National Television Awards, Greg Tweeted her to say: "Well deserved babe, proud of you x."
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