According to The Sun, the two pop stars were said to be "growing close" and were rumoured to have been hanging out together.
Their most recent sighting was at Little Mix's Get Weird album launch in London, which bassist Connor and his bandmates turned up to.
But speaking about their romantic link to Free Radio Live's Adam Wilbourn, Connor said: "It's merely just a rumour, I believe. What it was was, we went to their album launch and I said hello and that's pretty much as far as it went."
Well, that's cleared that up then...
Elsewhere, two weeks ago BBC Radio 1 presenter Alice Levine outed Nick Jonas for clicking the 'like' button on some photos of Jade on Instagram.
US singer Nick actually laughed it all of when he tweeted: "'That awkward moment you get called out live on the air by @Alicelevine for liking certain peoples pics on Instagram. Ha."
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10 reasons why Little Mix are brilliant role models: