The 32-year-old actress said in an interview with The Cut published Monday that it was "awful" to hear dating rumors about Lorde, her friend, and Antonoff, her ex-boyfriend, following the breakup.
"It was so embarrassing," Dunham said of reports about Lorde and Antonoff's romance.
"I don't think anything happened between them," she told the publication. "I can never know someone else's life. I have never spoken to Ella [Lorde] about it. We haven't talked since Jack and I broke up."
Lorde and Antonoff were linked shortly after Dunham announced her split from Antonoff in January. Some fans speculated Antonoff had cheated on Dunham with the "Green Light" singer.
"It was awful, and I couldn't do anything about it except trust that what he was saying to me was true," Dunham said.
Antonoff dismissed the dating rumors in a tweet in January.
"normally i would never address rumors but i resent having the most important friendships and working relationships in my life reduced to dumb hetero normative gossip," he wrote.
Antonoff has since been linked to model Carlotta Kohl. Dunham told The Cut she is still close with Antonoff but is hurt seeing the musician with Kohl on social media.
"I thought I was kind of proving weird girls can have love too. And now he's dating somebody who looks regular and normal and like girls are supposed to look," she said.