However, that doesn't mean the two ever dated.
Rumors of a budding romance started in May but cooled off in September when Olsen told Refinery 29 in September that they're just friends.
"I'm used it by now," Olsen told me last night at the I Saw the Light premiere. "I'm like, 'Wow, my life is real exciting.' I got three Avengers on my cue lined up." (Olsen has also been falsely linked to Chris Evans and Jeremy Renner.)
Olsen and Hiddleston first met four years ago when they auditioned for the same movie.
"None of us got the job but what we got out of it is, Oh, we work similarly…This could be fun," Olsen said. "We could have fun working together and then it ended up happening."
In the Marc Abraham-directed I Saw the Light, Hiddleston stars as Hank Williams, the late country-western singer who was only 29 when he died in 1953 after years of active alcoholism and prescription drug abuse. Olsen plays his first wife Audrey.
"Hank and Audrey clearly had such a passionate and volatile relationship," Hiddleston said. "They loved each other so much but they were unintentionally cruel to each other."
Hiddleston and Olsen were anything but cruel to each other. "She's such a great tennis partner," the Thor star said. "She's the kind of actress who's really in the moment with you. She's very present…We've been friends for awhile so it was nice to finally work with her."
I Saw the Light is in limited release on March 25 followed by a nationwide rollout on April 1.