05/29/2013 AT 03:15 PM EDT
Sometimes he responds with humor, sometimes with silence. This time it was with a touch of anger.
on Wednesday strongly denied a report he was holding hands with a model described as a former flame over the weekend in London while he was away from girlfriend Stacy Keibler
“The story is made up. I wasn't holding anybody's hand," the actor tells PEOPLE in a statement. "Stop trying to sell magazines by creating scandal that isn't there.”
Clooney, 52, has been in Europe filming The Monuments Men
. Keibler, 33, spotted earlier this year dining with Clooney and costar Matt Damon
while they were on location in Berlin, spent last weekend
in Monte Carlo for the Grand Prix.