Jenkins is training with Mark Ballas for the series, but insisted that their relationship is strictly professional.
"We only knew each other for 12 hours when that first rumour went out," Jenkins told Access Hollywood. "I was like, 'Seriously? Is that the fastest relationship in the history of the world?'"
Ballas also joked about the rumours, saying that he is the subject of speculation "every season".
"I think it's because I get the young ones, so they're like, 'Oh, you're around the same age, must be something going on'," he said.
Jenkins has already denied the rumours about a romance with Ballas this week.
Dancing with the Stars premieres on Monday at 8/7c on ABC.
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