"Are you not public about your love lives?" TV host Chelsea asked the Keeping up with the Kardashians stars during the Wednesday night edition of her show Chelsea Lately.
The girls remained tight-lipped though, saying: "No we don't talk about it."
Chelsea responded: "You don't talk? It's in the papers everywhere, what do you mean?"
Kylie answered: "I don't want everyone to know when...," began before Chelsea interrupted.
"So you're single," she said – pointing to Kylie. Then she motioned to Kendall: "And you're not dating Harry Styles, is that his name?"
Hearing the One Direction star's name, the audience cheered, but Kendall answered: "No."
The 18-year-old model has been spotted with Harry on a series of romantic trysts in the US and in the UK, but has so far declined to confirm they're an item.
Most recently the pair were spotted on a skiing trip in California. Harry – who turns 20 next month, carried a pair of skis while Kendall opted for a snowboard.
The Worcestershire-born singer was also seen in LA on New Year's Day after Kendall had tweeted that she had seen in 2014 there with family and friends.
Meanwhile Kendall's 16-year-old sister Kylie is said to be in a romance with Will Smith's son Jayden. The pair have been friends since they were little, though are rumoured to have started dating two years ago.