In fact, the 26-year-old Newcastle-born lass has even gone as far as to describe him as "beautiful" - and said she is "in love" with him.
But...Anthony, who is the IBF heavyweight champion of the world, has hit back and claimed he cannot even remember meeting Chantelle. Awkward!
Anthony's spokesperson told Digital Spy: "We can confirm Anthony is absolutely not dating Chantelle Connelly.
"And does not even recall meeting her."
Anthony's rep spoke out after Chantelle gushed about the sportsman to The Sun.
She said: "I met him at this boxing thing that he did, we got speaking and flirting. We swapped numbers – well, he asked for my number."
Chantelle added: "Everyone knows how much I'm in love with Anthony Joshua."
Former topless model Chantelle joined Geordie Shore in the last series and quickly became the matriarch of the house, due to her outspoken nature.
Although she is yet to respond to the claims made by Anthony's reps, we can't imagine she will keep her lips sealed on this one...