When asked about the song which Nick wrote in 2013, Rita said: "I have heard the song and I have heard that rumour and I really don’t know where it came from."
She went on to add: "I actually met Nick through a friend and it was a very weird situation because we were close, but it never went to that level and then I read the lyric and I kind of messaged him and was like, 'I have no idea where this came from. If you want to talk about it, call me.'"
Rita was speaking on Watch What Happens Live on Sunday in New York City.
The How We Do singer was wearing a stark white suit with a black shirt loosely buttoned as she spoke to host Andy Cohen.
She continued: "He was like, ‘You know what, I just obviously didn’t put out how I felt across to you properly.’ And it was one of those situations. He never really told me that I think, but regardless we’re still friends and I still have a lot of respect for him."
In September 2013 Nick confirmed that his writing was going in a new direction, which included honesty.
"[The song is] really dark. That's what I love about this song", he said, before adding: "We used to be more creative than we needed to be with our lyrics to disguise the things we were really talking about and the people we were talking about. Now. it's more fun to just lay it out. The person's name who it's about is in the second verse of the song."
Rita Ora and Nick Jonas in 2013
What Do I Mean To You includes the lyrics "No need for water, Rita/ You got the wine/ Searching for diamonds/ When I gave you the time".
The 23-year-old is currently dating DJ Calvin Harris, and has previously dated Keeping Up With The Kardashians star Rob Kardashian.
She has also recently signed with fashion designer Roberto Cavalli, revealing the collaboration with Instagram shot of her with Roberto's wife Eva.
Rita has previously done fashion ads for brands such as Adidas, Rimmel, and DKNY, and was captured wearing Cavalli earlier this month at the Coachella Music Festival.