The Italian dancer was forced to respond to the speculation after he was quizzed on the topic on This Morning.
Alluding to the supposed romance, host Phillip Schofield asked: “How is she?”
Pernice was quick to fight off reports, insisting that he and Roberts are “really good friends.”
Responding to Schofield, he said: “Who? Ashley Roberts? I think she’s great. She’s doing contemporary this week. Why are you asking me about Ashley?
“According to the press I change girlfriend every single day. We’re really good friends, she’s a lovely person but I’m single.
“I’m in Newcastle every single day so there’s no chance for me to be in a relationship. I’m single. I’m sorry to disappoint you but I’m single.”
Speculation that the pair had struck up a romance came after sources claimed they had seen the duo enjoying drinks together on “cosy” nights out in London.
A source told the Sun: “After the show each week they’ve been heading out for drinks together in London and just hanging out and looking very cosy.”
Pernice is believed to have been romantically involved with former Strictly partner Georgia May Foote in 2016.
This Morning airs weekdays on ITV at 10.30am