Madison told a TMZ cameraman that she does not have any "pull anymore" at the Playboy Mansion, explaining: "Hef and I aren't together."
However, she will continue to appear in the sixth season of E! reality show The Girls Of The Playboy Mansion with Kendra Wilkinson and Bridget Marquardt.
"We're having fun," she said. "It's going to be even better. We love season five, but I think every season gets better."
Hefner recently denied the split, telling reporters: "It's all rumours without question."
In September, he told Us magazine: "[Madison] is still my girlfriend. Now will that last? I don't think anything lasts forever.
"I love her very much, but you know, she wants very much to get married and have children. That isn't very much in the cards for me. So there has to be a certain reality there."