Now, Sheeran has confirmed he was indeed dating the "Anything Could Happen" singer -- but that's over.
"I mean, normal people don't hold hands if they're just friends," he admitted. "It was going on. And now it's not."
Although Goulding denied the relationship after the show, tweeting that Sheeran was a friend, she has previously refused to reveal details about her personal life.
She was linked to One Direction member Niall Horan in August and refused to divulge.
"I just can't talk about Niall," she said. "I won't ever talk about my love life anymore because it's always then gone wrong when I have in the past."
As for Sheeran, he's got nothing but good things to say about his maybe-ex.
"She's a really cool girl and she's very talented," he said. "She's had a No. 1 single for three weeks in England now. It's all going well."