The Irish model was rumoured to have hooked up with a woman he met at a personal appearance in Newcastle while former Hollyoaks star Stephanie was still in the CBB house.
But appearing on The Ray D'Arcy Show in Ireland at the weekend, Jez denied the allegation.
"I got in a picture with her, but the papers... with the whole romance scenario and that," he said.
"I'm a single lad and if I wanted to do something I would tell Steph. I was talking to Steph about it today and we were laughing about the whole thing. The only people who need to trust are the two of us, and she trusts me and I trust her."
Stephanie, 22, showed her support for this statement by tweeting a link to a write-up of the interview. She also said: "Missing a certain someone like crazyyyyy roll on tuesday."
Meanwhile, the woman alleged to have hooked up with Jeremy took to Twitter over the weekend to deny it happened as well. "For the record nothing happened with me and Jeremy," she wrote. "Standard Newcastle rumours!!"
Jeremy, 25, and Stephanie fell for each other in the Celebrity Big Brother house despite Stephanie being in a relationship with model Sam Reece for the past year.
They've now said they are "working towards a relationship".
Stephanie, who finished second on the show, said on finale night: "I've never been truly in love before, I should've said it sooner, as the days went on I fell more and more. A few years ago I got really badly treated, I was just happy and accepting the love I got given.
"Sam broke my heart, he admitted that. Jez came along and he just made me feel like I've never felt before. He's the best person I've ever met. Jeremy has made me feel that self-worth again. Beforehand I was in love with the idea of being loved."
Sam has denied the "hurtful" allegation that he cheated on Stephanie.