Earlier this month, reports suggested that Smith was planning to quit his role as the Doctor to pursue a film career.
However, The Daily Telegraph reports that Gillan has now dismissed the claims.
"Matt will be sticking around," she said. "I think those rumours were made up."
Gillan, who plays the Doctor's companion Amy, also revealed that filming for the Doctor Who Christmas special is under way and described the atmosphere on set as "great".
> BBC teases 'Doctor Who' special plot