In a statement released on Facebook, the five members of the now defunct Welsh nu-metal band, Lostprophets, make it clear they were totally unaware of the 36-year-old's actions.
Senior South Wales police vowed to carry on investigating Watkins after his admissions at Cardiff Crown Court on Tuesday.
Detective chief inspector Peter Doyle said the force would "work tirelessly to identify any other victims or witnesses and seek the justice they deserve."
He also appealed for anyone who has been "affected" by the Watkins child sex abuse case to make contact.
A spokesman for the force said last week that it had "received a number of calls as a result of the telephone numbers we published in the appeal".
He said he could not give the number of calls received or the information passed to police but they were being followed up by officers.
The comments will only add to the growing fear that Watkins's guilty pleas offer only a glimpse of the true extent of his drug-fuelled debauchery.
Former girlfriend Joanna Majic, 38, warned this week that sex predator Watkins had abused hundreds of young victims during years of secret offending.
She claimed besotted female fans of the paedophile are hiding the true extent of his offending because they secretly offered their children for abuse.
She repeatedly reported Watkins to the police from 2008 onwards but her accusations were not acted on at the time.
Watkins pleaded guilty to the attempted rape of a baby and 10 other offences.
He had previously denied all the allegations against him.
In court he was described as a "determined and committed paedophile".
He will be sentenced on 18 December.
Also on trial were the mothers of two babies who plotted the abuse with Watkins. They pleaded guilty to 13 offence.
Details from the case caused revulsion as the depravity of the crimes became clear.
It also emerged over the weekend that South Yorkshire Police is being investigated for their handling of a complaint made to them about Watkins in 2012.
Anyone who has been affected by the Watkins case, or other cases of child abuse, is urged to contact South Wales Police on 029 20634184 or the NSPCC on 0808 800 5000.