The X Factor winner was believed to have dumped her ex-boyfriend for the 'Gotta Be You' singer after they worked together on charity single 'Wishing On A Star', going on to end the fling in the wake of her victory last Sunday (December 11).
The 18-year-old has now laughed off "massively embarrassing" stories linking her to Malik, claiming that she hardly saw the band member during her stint on The X Factor.
"It's ridiculous," she told The Mirror. "How can I possibly have dumped someone that I barely even know? It's actually massively embarrassing - and he must be like, 'What the hell?'"
Having cleared up the confusion, Edwards went on to detail her actual celebrity crushes.
"I have a real thing for Johnny Depp," she revealed. "He's my proper celebrity crush. He's so hot."
Little Mix revealed to Digital Spy that they intend to steer clear of footballer romances.
Watch more of Digital Spy's chat with Little Mix below: