The 46-year-old retired cricketer split from Hurley in 2013 after a three-year relationship and he said Grant was apparently uncomfortable meeting the actress in his presence, reported Female First.
Speaking on Australia's "I'm A Celebrity ... Get Me Out of Here!", Warne said, "It's hard on your new relationship when you're really good friends with the exes.
"Elizabeth was really good friends with Hugh, who is like her best friend. When I used to go back to Australia, if she wasn't leaving London, he'd come and spend the weekend at the house. I went, 'I tell you what. Tell him to come when I'm there'. [I told her] 'well, I knew Hugh before I knew you, so just tell him to come over'. But she said, 'Oh no, he feels uncomfortable.'"