Horan met the Skins actress towards the end of 2011, but was turned down for a date.
"Niall took a liking to Freya and they chatted a couple of times between interviews," a source told The Mirror.
"It was just after The X Factor last year but, sadly, the feeling wasn't reciprocated. It wasn't too awkward, most of the cast know some of the band anyway - Freya just said he wasn't her type.
"She is single but she's confident and knows her own mind, and Niall just wasn't the one for her."
Horan recently revealed that he hasn't been on many dates, and prefers "sitting at home, chilling and watching a movie".
One Direction made their Saturday Night Live debut in the US at the weekend (April 7).
The boyband are rumoured to be planning a collaboration with Justin Bieber.
> One Direction's Niall Horan: 'I prefer girls without make-up'