The actress told TV Guide that the relationship between the pair is not "particularly romantic".
Kelly said: "The possibility of romance has always been there but it's not something we've gone after in the scripts. I think that's complete conjecture from people who either do or don't want to see it happen."
Kelly suggested that the Warehouse 13 regulars are "too busy solving cases" to embark on a romance.
"I don't think you'll be seeing any huge relationship arcs unless the dynamic of our show changes drastically," she said.
Kelly also revealed that Myka's relationship with HG Wells (Jaime Murray) will continue to evolve in the show's third season.
"I think the closest Myka comes to a romance is with HG Wells," she said. "I really welcome that dynamic. It's interesting to see two strong and smart female characters developing such a really cool relationship."
Warehouse 13 star Eddie McClintock previously told Digital Spy that Pete and Myka have a "brother/sister relationship" on the show.
"Pete and Myka are not together because they don't want to be!" he said. "It would be like kissing your sister."
Warehouse 13 continues on Mondays at 9/8c on Syfy.
> Warehouse 13 star: 'Second season struggled'
Watch a promo for the next episode of Warehouse 13 below: