The 43-year-old "Modern Family" took to Twitter to ask the show to respect her privacy, reported Aceshowbiz.
The radio show made the claim after a video of Cosby interviewing Vergara on "The Late Show" back in 2013 was circulated online.
"A video of an interview of Bill Cosby and a young Sofia Vergara came out. It's rumoured if she could be one of his victims," the radio show tweeted in Spanish.
In reply to the tweet, Vergara wrote, "Respect people. Stop inventing nonsense."