The former Hollyoaks actress, 22, shared a screengrab to Twitter on Friday morning (4 March) showing a newspaper article sharing details of Jeremy's alleged night with the woman, known as Dani.
Steph simply said: "And another one... Some dannille las. Heartbroken (sic)."
According to Daily Star, model Jeremy is alleged to have met the woman while in Weston-Super-Mare for a club appearance in February, the same evening Stephanie was making a club appearance of her own in London.
Stephanie also tweeted and deleted on Thursday morning: "2 people in the space of an hour. The truth comes out."
The newspaper claims a rep for Stephanie was unavailable for comment and a rep for Jeremy declined to comment.
It's been a difficult week for former Hollyoaks actress Stephanie, 22, who sparked concern among fans when she tweeted and deleted several messages showing screengrabs of private conversations between her and a C.Pope, believed to be club dancer Caroline Pope.
There had been rumours earlier this year that Jeremy had slept with Caroline in Newcastle after his eviction, while Stephanie was still in CBB, but both Jez and Caroline denied it.
Yesterday, however, Jeremy, 25, confirmed it had happened.
Jeremy, 25, told Irish TV show Today: "I was with someone that night. It's true. I didn't deny it, it just happened at the time. Stephanie had her own issues [with Sam]. We were both single... Since I've been with Stephanie I've never hurt her. I didn't know [once she left the house] if she was going to get back with Sam again."
"The way she's put it is that she's split up from me. I love the girl to bits. I'm on here and being honest with people. I do love her and it wasn't a showmance. I've never hurt her since I've been with her."
Stephanie has yet to respond to Jeremy's interview.