The two actors are currently shooting the film Ready in the jungles of Bangkok.
A source said that Khan handed over an insect to the actress in the middle of the set after finding out that they were edible.
Thottumkal confirmed that the story was true to the tabloid Mid Day.
She told the paper: "There's nothing to it... it's all in the mind."
Ready, a remake of a huge Telegu hit, is expected to hit cinemas on June 3.