The couple, who met in Morocco while filming "Sahara," has been spotted together, but this is the first time Cruz has commented on the romance, reported Sky News Saturday.
"I have no problems in recognizing I have something with Matthew, because there's nothing to hide," Cruz told Mexican newspaper Reforma. "But it is something I prefer not to talk about because it always ends up coming back against you."
"We became good friends and a month later it is something different. I think it's part of the mystery of love," Cruz said. "I can't explain these things."