Miley also posted an adorable family snap earlier that day, writing, "Happy Holidays from America's most dysfunctional family."
The news comes just days after Simpson was reportedly spotted kissing a woman in New York City.
PageSix reports that the 22-year-old was "drinking and flirting with girls".
“He was drinking and flirting with girls,” an insider told the publication. “He was texting Miley while there.”
“He was with all these girls and one was almost fainting, and he kissed her on the lips with no tongue.”
However Cody has since rubbished the claims via E!News, saying the report is "fabricated".