The 50-year-old television personality discussed his "very sweet friendship" with Mayer in an interview with CNN following reports he's dating the 40-year-old singer.
"Listen, we have a very sweet friendship, and we are together all the time," Cohen acknowledged.
"I think that I was not surprised because we also have a great love for each other. So, it just seems like the obvious assumption," he added before denying the rumors.
Fans speculated Cohen and Mayer were involved after the singer serenaded Cohen on his birthday during an episode of Watch What Happens Live. The pair shared a smooch after the performance.
"Unbelievable!" Cohen lauded. "Best birthday ever."
Mayer also attended Cohen's birthday party.
"My heart is bursting all over the place, due in no small part to these two special friends who went the extra mile to make sure I had the best birthday ever. Love you John & Brucie," Cohen wrote on Instagram.
Cohen split from boyfriend Clifton Dassuncao in the spring. He told CNN he's looking for someone who is "strong, independent, smart" and "has their own thing going on."