The Rak-Su singer, 28, was rumoured to have spoken to Jossa, 27, about reports which suggested Dan had cheated on her with Stephenson's ex Gabby Allen.
The conversation was not aired and ITV declined to comment when contacted by Standard Online - but Stephenson has now confirmed it took place.
He told Metro: “It did happen, but it wasn’t on air. Basically she asked me in the main camp and I said, ‘Now is not the time to talk about it’.
"When we got a spare five minutes on the way to a trial, we spoke about what I had read [in Gabby’s messages] and that was it. I’d found messages when me and Gabby were together.”
He added: “She listened to what I’d read and she took it on board and she moved on from it. So I’m glad that she took it in and made a decision on what she wanted to do.”
During Stephenson's time in the jungle, Allen spoke out about her relationship with the singer and posted screenshots of messages she had allegedly received from women claiming Stephenson had cheated on her.
Addressing this, Stephenson said he felt "disappointed" by her actions.
He said: “I was told to keep my mouth shut in that whole situation, which I did, respectfully…if I was going to tell Jac I didn’t want it to be on air.
“And that’s what made me disappointed in what Gabby did because I genuinely said this information off-air for Jacqueline to deal with behind closed doors, in privacy.”
While en route to Australia, Dan hit back at the affair rumours, writing on Instagram: “On [a] second plane now! Taking off now to get to Oz! Safe to say Mia isn’t a fan of this journey. P.s. Don’t believe everything you read.”
He has since added that he is considering taking legal action against certain publications.
Jacqueline and Dan first began dating in 2014 and got engaged a year later.
They married in 2017 but in the years since, Osborne has faced numerous cheating allegations which he has strenuously denied. i