The online speculation was instigated by 'Fire and Fury' author Michael Wolff, who dropped hints on HBOs 'Real Time with Bill Maher' last week when he said he was "absolutely sure" Trump is having an affair just not sure enough to write about it in his book.
Wolff went on to say that discriminating readers would be able to determine the president's paramour by giving his book a close reading.
She also said she's never talked once to the president about her future and that she is never alone with Trump.
"So the idea that these things come out, thats a problem," the Indian-American diplomat said.
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"But it goes to a bigger issue that we need to always be conscious of: At every point in my life, Ive noticed that if you speak your mind and youre strong about it and you say what you believe, there is a small percentage of people that resent that and the way they deal with it is to try and throw arrows, lies or not," she said.
That led to online scrutiny of Haley.
This is not the first time Haley has had to deal with false claims of an affair, something she said is an attack frequently made against women.
"I saw this as a legislator. I saw this when I was governor. I see it now. I see them do it to other women," she said.
"And the thing is, when women work, they prioritise, they focus, and they believe if youre gonna to something, do it right," she added.