Jess, 28, told the publication that she had offered her support to Sam, 30, as he deals with his marriage break up, as well as coming to terms with his NRL career ending.
"I let him know that I was here to chat and just to see if he was okay, so that was it," Jess clarified.
"There's no dating going on there!" she added with a laugh.
Jess, who has been linked to MAFS' Nick Furphy and The Bachelorette's Matt Wyatt since her appearance on MAFS, also shared her thoughts on Sam's estranged wife, Phoebe, promising the former WAG that there's "nothing going on between Sam and I."
"I feel sorry for her," Jess told Daily Mail.
"I feel sorry for anyone that has a broken family or has things going on with somebody that they love with children involved."
Rumours began swirling surrounding Jess and Sam's relationship shortly after the ex-Rabbitoh's player separated from his wife of almost four years.
The couple's split has been tough, with Sam being served with an AVO from banned from going within a kilometre of his estranged wife's father, Mitchell Hooke, following an argument between the two men at Mr Hooke's country estate near Bowral, NSW, earlier this month.
Sam is currently on holiday in Mexico with fellow NRL players and friends.
On Sunday, photos and videos of Burgess partying on a yacht.
In the images, Sam was seen celebrating the 50th birthday of NRL star Sean Garlick with his brother and fellow rugby player, Luke Burgess.
WATCH: Sam Burgess parties shirtless