Photos of the two hugging prompted rumors of an affair.
He told TMZ that the two are not "sleeping together," and offered an explanation for the pictures that surfaced of them hugging at L.A.’s Runyon Canyon Park last month.
"The pictures that they see of us out together are because she is a part of my ‘60 Days of Fitness’ team," he said.
Runyon Canyon is a popular locale for hiking and jogging, and is where the rapper had been working with his trainer, Byrd, on the 60 Days of Fitness program.
According to an Instagram post, he met all of his goals and lost 20 pounds of body fat after those 60 days.
Rob Kardashian, Khloe’s brother and co-star in the family’s reality TV franchise, was also on the fitness program.
"Khloe is my friend," said Game. "She is like a sister. We have never and will never be sleeping together. Lamar [Odom] is my homie and her husband and I wish people wouldn’t spread such false rumors."
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(Photos from left: REUTERS/Alex Gallardo, WENN.com)