"I mean, we went out for dinner, but no, I guess," the 19-year-old responded rather awkwardly.
But the CNN host kept at it, asking if it was a hot date with the E! star and if it is indeed a budding romance.
"Dunno," Styles said before someone yelled off-camera to move on.
"Yeah, let's move on shall we!" Styles said.
The duo first made headlines after they were spotted stepping out for a dinner date on Wednesday, Nov. 20 in West Hollywood.
They were photographed in the singer's black Range Rover after leaving Craig's restaurant at about 12:15 in the morning.
However, a source told E! News shortly after the dinner date, "They aren't 'dating.' They are just friends. That was like the first real time they hung out. We will see what happens."
Jenner will present at the American Music Awards and she may reunite with Styles for the entire world to see.
Here's hoping One Direction wins!