"That is definitely just a rumour about me and Jess. We are good mates. When the story was printed on Sunday I gave her a shout. She's going out with a guy called Tom who I have met on numerous occasions.
"I wanted to make sure that he knew it was just a rumour and nothing more," he said.
The Irish actor, who starred alongside Amy Huberman in the movie Rewind, added that although some people find the claims funny, he is taking it quite seriously.
"People think the rumours are all gas but it's not, there are real people involved. When I called her she was in South Africa and I didn't even know she was out of the country. If something was really going on I should have known that".
"I haven't really noticed a difference. On Twitter a couple of people proposed marriage to me but apart from that I've been quite busy so I haven't had a chance to go out.
Allen's comments come after the pair's on screen characters made plans to move to Ireland at the finale of the second series on Sunday night. When asked if the Christmas episode will feature Lady Sybil walking up the aisle with Branson on Irish shores Allen replied: "I can't really say much about the Christmas special and we haven't even seen any scripts and there are lots of rumours around but what I can say is there is definitely a chance of it happening."
Meanwhile the Dublin star is hoping to get a break as a Christmas present this year. Allen revealed that he is hoping to celebrate the commissioning of a third season for Downton with a trip back home.