"[Paparazzi] don't follow me around," the SNL star, 34, told George Lopez on his TBS show Lopez Tonight Tuesday. "[But] they sometimes follow around the girl that I'm dating."
For whatever reason, Sudeikis has managed to appear beside Jones in several photos recently, prompting speculation about their relationship.
So, are they dating?
"I don't want to get into it," Sudeikis said upon being asked by Lopez if he had "seen [Jones] naked and everything."
"I'm kidding," he quickly added. "I do want to get into it! I do, and I have!"
Sudeikis, who costars in the new movie Going the Distance with Drew Barrymore and Justin Long, recently got divorced from his wife of six years, 30 Rock writer Kay Cannon. He was also briefly linked to Jennifer Aniston earlier this summer.
Jones, 32, who hosted SNL last November, has been previously linked to Entourage Emmy winner Jeremy Piven and The Pianist Oscar winner Adrien Brody.