Kevin Costner has broken his silence about his alleged romance with Jewel. 

During an appearance on "The Howard Stern Show," the "Yellowstone" actor — whose divorce from ex Christine Baumgartner was finalized in February — explained the nature of his relationship with the folk singer and admitted that they have actually "never gone out."

After Stern said he had "heard rumors," Costner replied, "No, Jewel and I are friends. We've never gone out ever. She's special, and I don't want, I don't want these rumors to ruin our friendship because that's what we have. She's special to me. She's beautiful enough to go out with." 

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"How does that s--- start? Kevin, how does that work," Stern asked. 

"We were down at [Richard] Branson's island. She has a foundation, which I didn't know, and she was part of the foundation. And Richard Branson has been asking me for years to come down to Necker Island, and so I finally did," he said.

"I'm divorced all of a sudden. I'm a single father, and he's asked me for, you know, 10 years to come down there. I said, ‘I guess I'll go down,'" he continued. 

"I got on a plane with nine people. Jewel was one of them. Emma Watson was one of them. She was somebody I just had some tremendous conversations with along with Emma," he said. "The rumor was, I went down on a private plane with her and I went back on a private plane with her," he added. "I was on with nine people and, and I don't want the press to ruin this for us, because … I've had conversations with her, text wise, and she's so smart, and she's been through a lot herself, and so we have a friendship. We don't have a romance, and we've not dated."

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"She's beautiful and smart enough for all those things. It just has never happened for us," he said. "She's everything you might think, but it just hasn't happened." 

He admitted he also had to "explain" to his children, who had also inquired about the rumors. 

In December, the duo was spotted getting cozy with one another during a trip to the British Virgin Islands. 

Photos obtained by TMZ showed Jewel speaking into a microphone and appearing to sit on Costner’s lap, with his arms around her waist.

Sources told TMZ the pair had flown to the Caribbean together and spent time together outside the event, saying, "There was definitely something going on. They were flirty, and when they were together, it was like they both just lit up."

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That same week, a source told People magazine the relationship was "fresh but not brand new."

"There is very big attraction on both sides," the source said. "Jewel likes Kevin’s type, and Kevin likes to be in a relationship, so this is cool. He is having fun after his contentious divorce. He is glad that is over."

Another source told Us Weekly that Costner and Jewel have known each other "for years," and have been "quietly dating for some time now."

"Kevin and Jewel had an extremely high opinion of each other and have always gotten along great," the source told the outlet. "They check a lot of boxes for each other."

In April, Jewel spoke briefly about her thoughts on Costner and admitted the speculation surrounding the nature of their relationship is "intense."

"He's a great person," she told Elle of the "Yellowstone" actor. "The public fascination is intense, for sure."

Fox News Digital's Tracy Wright, Janelle Ash and Ashley Hume contributed to this report.