The classical singer took to Twitter last month to "absolutely deny" the "horrible rumours" that she had embarked on a fling with the footballer, who has been married to Victoria Beckham since 1999.
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Jenkins received death threats in the wake of her post and was criticised by PR boss Max Clifford for having made the claims known to a wider audience.
Explaining her actions to The Mirror, Jenkins said: "I found myself in a situation where I had to say something.
"It was a bad week. You know what, I'm okay now, but I really felt like I had to stand up for myself and I had to put it right."
She added: "Hopefully it's all dying down now."
A representative for Beckham has also denied the "nonsense" affair reports, saying: "One minute David is dead... then a more scurrilous rumour. There is not one jot of truth to any of it."
