The Coronation Street actress - who is rumoured to be dating former TOWIE star Mark Wright - was asked by Kelly about her relationship with Alex Reid.
An uncomfortable looking Keegan responded that she preferred to keep her private life to herself.
However, she later realised what Kelly had asked and joked about the mistake on Twitter.
She wrote: "Oh my god just realised what Lorraine asked me at the end of that interview.
"Alex Reid where the HELL did that come from?! Hahaha!!!! X."
Kelly apologised for the error, saying: "So sorry I had you going out with Alex Reid this morning - no wonder you looked shocked!!"
Keegan replied: "phahahahaha!!!! I know it was the 1st time I heard of that rumour! ;))) lovely seeing u today as always see u very soon. Xxx"
Michelle Keegan is said to have been dating Mark Wright since a holiday in Dubai earlier this month.
Keegan ended her engagement to The Wanted singer Max George in April 2012, before they announced their eventual split in July.
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