Ahead of the final, Wes faced rumours in newspapers about his relationship with pro skater Vanessa.
It was claimed that Wes and Vanessa had grown close to one another during the show, following Wes' split from fellow Love Island star Megan Barton Hanson.
However Wes laughed off the speculation today in a chat with Loose Women.
"It was very difficult," he said. "I split with my ex, and there were a lot of allegations... There's no truth in it whatsoever. It was so laughable.
"When we got to training, everyone was just laughing about it, 'What on earth is this all about?' Vanessa is probably the most professional person I've met in my life. I've never met somebody so driven.
"She's 22, I'm 20. We all go through heartbreak. There's a lot of people who go through break-ups at this stage of our lives, so it's not a big coincidence that she's broken up with her boyfriend."
Wes went on to admit that he and Megan hadn't spoken "in a good amount of time" since their split.
He told the ITV show: "It's one of them. Sometimes it's civil, sometimes it's not, but for the most part I just want her to be happy.
"I'm happy to be very civil. I'm not a malicious person. I'm not bitter. Whatever happens, happens."
Vanessa also spoke out against the accusations.
Sharing a screenshot of a tabloid story, she wrote on Instagram: "So before this becomes a thing, literally everything about this is a lie."
Loose Women airs weekdays from 12.30pm on ITV.
Dancing On Ice will return for a new series in 2020.