The two both attended Notre Dame High School in Sherman Oaks, in the Los Angeles area. Malek, star of the show Mr. Robot, graduated in 1999 while Dunst, 33, finished her studies a year later.
"We are still friends," the 34-year-old actor told E! News' Giuliana Rancic on the red carpet. "I used to have a little crush on her."
"She dates a friend of mine now," he added.
That friend is actor Garrett Hedlund, 31. He and Dunst walked the red carpet together.
"We're good buds," Malek said about the actress.
Dunst is nominated for her role as Peggy Blumquist in season two of the FX series Fargo. The actress was previously nominated for a Golden Globe when she was barely a teenager, for her role in Interview With the Vampire.
Malek is nominated for his first Golden Globe for his role as Elliot Alderson on Mr. Robot, which debuted last year on the USA Network and received three nods overall, including Best Television Series - Drama.
"It's an exceptional moment, for sure" Malek told Rancic. "I know a lot of actors probably don't want to admit it but you dream about a moment like this all your life."
This is the first Golden Globe Awards the actor has ever attended. He told Rancic he enjoyed watching red carpet coverage of past events.
Watch E! After Party: The 2016 Golden Globes at 11 p.m. ET/8 p.m. PT and the Fashion Police Golden Globes special, Monday at 8 p.m., only on E!
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