The opera singer - who was awarded an OBE last month - caused a stir in 2012 when she categorically denied the rumours on Twitter, despite many having not actually heard about them.
However, in an interview with The Sun, she insisted that was not the case.
"It didn’t come out of the blue — everyone was talking about it," she said.
"I had to do it. I just had to do it. I simply didn’t want people thinking I was that sort of girl."
After Katherine's denial, there were reports that David's wife Victoria was fuming with her, even banning her from wearing her dresses.
And it seems that relations are frosty between them, as when asked if she had seen the Beckhams since the incident, Katherine said: "Nope... That will be interesting."
On Monday, Katherine announced she had signed a new record deal with her original label Decca - the classical arm of Universal.
Announcing the news on Twitter, along with a snap which revealed her new dark blonde hair, she wrote: "Going back to my roots... Musically! #NewRecordDeal #Announcement #Decca."
Katherine parted ways with her former label Warner Bros in May last year, amid rumours she was dropped over "diva demands" and poor album sales, having signed a £5.8 million deal in 2008.