There were reports that the 43-year-old actor had been secretly dating his 'Mad Men' co-star Elisabeth Moss, reported Us magazine.
On being asked why Westfeldt could not make it to the priemere of Hamm's upcoming film 'Million Dollar Arm' in LA, he said, "Unfortunately Jen can't be here tonight because she's on stage in New York City."
Westfeldt, 44, is currently starring in Steven oderbergh's off-Broadway production of 'The Library'.
Hamm added that although his relationship is currently long distance, the couple make it work.