A report in a tabloid published pictures claiming to show the pair looking 'cosy' together.
But a spokesperson dismissed the rumours.
They said in a statement to the Daily Mail: "AJ and Saffron are great friends and have been training really hard for their performance on Saturday evening - this is clearly ONLY what these pictures show.
"They are loving the competition and cannot wait to perform their Cha-Cha to the Nation."
The speculation followed AJ, who is currently in a relationship, dismissing any fears about the supposed 'Strictly curse'.
He told Good Morning Britain: "My girlfriend Abbie, she's a dancer as well.
"She goes away and does her dancing she understands the long hours and hard work. We always want the dance on Saturday to be the best dance possible. She's not worried at all."
Last week saw AJ and Saffron start Strictly's live shows with a Tango that scored them 27 points.
The routine proved a hit with the judges and saw AJ score his highest week one score.
Appearing on It Takes Two this week, Saffron said she was "over the moon" with the reaction to the first dance.
"I was not expecting those comments. It was hard, so hard but I'm glad because we got really good score," said the vlogger.
AJ added: "Week one I wanted to through absolutely everything so when we go into the next routine she's ready for it. Show one, you don't want to get kicked out, you want to put everything in.
"We put so much hard work in, we were doing 12-hour days."
This week Saffron and AJ will Cha Cha Cha to One Touch by Jess Glynne and Jax Jones.
Strictly Come Dancing 2019 continues Saturday night on BBC One from 6:40PM.
On Sunday will be the very first results show as the viewer votes and judges' votes combined will determine the two celebrities who have to dance off.