The singer claimed that the couple, who have been dating for several years, tied the knot but have now separated.
He told the Daily Star: "Oh I'm not married, no. I mean I was married. I was married, seriously.
"I was married a year ago to Anna and I don't know what happened. We're not married anymore but we are kind of still in contact."
Iglesias recently claimed that the former tennis player refused to marry him.