The "Levels" singer, 23, shied away from answering a question about the actress, 36, during an interview backstage at the Fillmore Silver Spring in Silver Spring, Maryland, reported People magazine.
When the interviewer asked him about Hudson, Jonas replied, "I'm not gonna get mad at you, but I'm also not gonna talk about it... I keep some things to myself."
Jonas was spotted with Hudson at Disney in Orlando last weekend, leading to speculation about a romance.