A source was previously quoted in The Sun, claiming that Aliona had “hit the roof” when she learned that he had sent texts to fellow pros Kristina Rihanoff and Ola Jordan, as well as contestant Georgia May Foote.
The rumours started when Jay was pictured with his arms wrapped around Aliona, who was wearing his coat, but the former The Wanted singer insisted that they were actually with friends on a night out when the snaps were taken.
“I’m not going to let them bother me and neither are Aliona and her husband,” he told OK! magazine.
“We have all had a laugh about it as we were actually stood outside with a whole group of people. Aliona was cold and so I put my coat around her.”
‘Strictly Come Dancing’ continues on Saturday on BBC One.
'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)