The basketball player, 35, chatted to the TMZ cameras when they caught him out in Los Angeles earlier this week, replying "of course" when quizzed on a future with Khloe.
He added: "She's still my girl. That's my wife."
Lamar and Khloe split in December 2013 following rumours he had been unfaithful but although divorce papers have been filed, the separation has not been legally finalised.
After Lamar's comments were posted to TMZ, his estranged wife Khloe posted a heartfelt passage about "broken hearts" to Instagram.
Khloe later tweeted: "The most confused you will ever get is when you try to convince your heart and spirit of something your mind knows is a lie.
"If you are able to say something publicly I would assume you would be able to say something privately."
Was she referencing Lamar?
Khloe, 30, has made no secret of the fact she still loves Lamar and in an ideal world they would still be happily married.
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