The singer-actress confirmed that she and Zedd had a "thing" with the musician.
Speaking to New Zealand radio's The Edge Afternoons, Gomez said Diplo probably joked about it.
When asked what the truth was, Gomez replied, "He said that was a joke! He said that was a joke cause I talked to him. First off, It's very interesting that Diplo would think he knew about my personal life, but he doesn't," Gomez said.
"I adore Anton [Zedd] a lot and I definitely had a thing with him, which was nice," she added.