The ex-Liberty X star was a guest on Big Brother's Big Mouth while best friend Price sat in the wings.
Heaton told the audience that Alex is "a lovely guy", but added: "Kate's my best friend and I think she can do better... I will always say she can do better."
Host Davina McCall pressed her on the comment, asking: "In what way can she do better?" However, Heaton refused to reveal more, instead repeating: "I just think she can do better."
Price reportedly had a word with the former housemate about the remark during the commercial break.
When the show returned, Heaton passed on a message from the glamour model, saying that she and Alex are "very much an item" and that she "adores" him.