Jay’s denial comes after intimate new pics of the pair surfaced in which they can be seen holding hands and cuddling after leaving the ‘Strictly’ final after party.
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During an interview on ‘Lorraine’, Jay played down the rumours and explained that it’s necessary to ‘create romance’ when performing dance routines together.
“When you dance with someone you have to create romance sometimes and people then want to see that almost,” he explained. “But a lot of the time the papers create it and that sort of thing, but I think no matter what I say people will write whatever they want to write.”
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Jay added that he has found a ‘best friend’ in Aliona after spending so much time with her over the past three months.
“We did something that so few people do together, I genuinely will treasure it forever,” he said.
“Honestly, you spend that many hours together, you talk about every single thing, like the most trivial and the most pretentious, literally everything.
“No matter what happens you get a best friend out of Strictly.”
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In a separate interview with the Sun, Jay again insisted that his relationship with Aliona was firmly in the ‘friend’ zone.
"I can't face the controversy,” he told the newspaper. “Our friendship is a very firm and real friendship, and nothing else."
The 25-year-old former Wanted singer also revealed he is considering getting a new tattoo to commemorate his time on ‘Strictly’
“I always collect tattoos when something awesome happened or something I want to remember, so yeah why not? We'll see," he told Radio Times.
But he admitted that it was unlikely he’ll be getting an inking of Aliona’s name, saying: “I don’t know. I can’t face the controversy.”
'Strictly' Curse Victims
Rachel Riley(01 of10)
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The 'Countdown' presenter announced her split from her husband just weeks after her stint on the show. Earlier this year, it was confirmed that Rachel and her partner Pasha Kovalev are dating, however, she remains insistent that 'Strictly' had nothing to do with her marriage split. (credit:Joe Giddens/PA Archive)
Sunetra Sarker(02 of10)
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Sunetra split from her husband of 10 years just before filming for the 2014 series began. (credit:Eamonn M. McCormack via Getty Images)
Susanna Reid(03 of10)
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Susanna's marriage ended in February 2014, weeks after she finished as a runner-up in the competition. Susanna is still living with her ex, Dominic Cotton, and their two children. (credit:Ian West/PA Archive)
Caroline Flack(04 of10)
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Flackers and boyfriend Jack Street have called time on their relationship, according to reports. The former 'Xtra Factor' presenter dated the music manager for 18 months. (credit:Danny Martindale via Getty Images)
Ben Cohen(05 of10)
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Ben denied rumours that he was romancing his pro partner Kristina Rihanoff, though he later split from his wife Abby days after photos of him and Kristina looking cosy on the tube were posted online. (credit:Steve Thorne via Getty Images)
Matt Di Angelo(06 of10)
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The 'EastEnders' star reportedly first hooked up with Flavia Cacace during their time dancing together on the 2008 series - on which Flavia's boyfriend Vincent Simone was also a dancer.However, they weren't together for long... (credit:Jon Furniss via Getty Images)
Jimi Mistry(07 of10)
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Just a year after getting together with Matt, Flavia ended the relationship after finding love with her new dance partner Jimi. The couple married in 2013. (credit:Dave Hogan via Getty Images)
Joe Calzaghe(08 of10)
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Boxer Joe and pro dancer Kristina Rihanoff initally denied romance rumours when they were paired together in 2009, however Joe split from his girlfriend just weeks later. Joe and Kristina later confirmed that they were a couple, before splitting after four years together. (credit:Mark Cuthbert via Getty Images)
Dani Harmer (09 of10)
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'Tracey Beaker' star Dani split from her boyfriend just days after filming began in 2012. (credit:John Phillips via Getty Images)
Natasha Kaplinsky (10 of10)
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Newsreader Natasha and Brendan were plagued by romance rumours when they were paired up for the first ever series of 'Strictly' in 2004. Despite being insistent that they weer just friends, Natasha and Brendan both split from their partners shortly after winning the series. (credit:MJ Kim via Getty Images)