As a teenager, Lourdes attended the LaGuardia performing arts high school in New York, where the Call Me By Your Name actor was one of her classmates.
Earlier this week, the 24-year-old gave an interview to Vanity Fair about her new Marc Jacobs campaign when the Oscar nominee came up in the conversation.
“I respect him a lot, we were a little item,” she told the magazine. “My first boyfriend.”
Lourdes then added a cryptic “or anything”.
However, the dancer and model was decidedly less complimentary about another of her classmates, Ansel Elgort, who she remembered simply as a “terrible DJ”.
The two met while filming the Netflix film The King.
Elsewhere in the interview, Lourdes – known as Lola to friends and family – discussed her dream of playing Mother Teresa in a film one day, and listed Prince Philip, Prince Charles, Rasputin, Fidel Castro and Real Housewives Of Atlanta star Nene Leakes as her dream dinner guests.
Lourdes previously made headlines earlier this year when she finally joined Instagram, and held absolutely nothing back in the comments section when her mum’s fans found her page.
As well as Lourdes, Madonna is also mum to Rocco Ritchie, 20, David Banda, 15, Chifundo “Mercy” James, 14, and twin sisters Stella and Estere, 8.
Lourdes’ father is fitness trainer Carlos Leon, who dated the Queen of Pop for a short time in the 90s.
In December, the music legend got her very first tattoo in honour of six kids, sharing photos of herself inked with their initials: “L R D M S E.”