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Michael Phelps is denying rumors that he is romancing controversial Miss California contestant Carrie Prejean.

"I'm not dating anybody," he told Wednesday at the opening of the Omega flagship boutique in NYC. "I'm single. My private life stays private."

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(Prejean, 21, was coy earlier this week when asked about rumors they're an item. "He is a great man. Wouldn't you like to know?" she said on The Billy Bush Show Monday.)

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As for Prejean's anti-gay marriage answer during the Miss USA competition, Phelps tells Us, "That's the cool thing about America - everybody has their opinion."

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"I'm not saying I support her," Phelps then added. "I'm not saying I don't support her."