The 37-year-old Handmaid's Tale star appeared on Monday night's Watch What Happens Live With Andy Cohen, where she was asked about her reaction to the rumors that she was marrying the famed action star.
When host Cohen said he hadn't heard anything about this, Moss replied, "How did you miss that?"
"I actually was confused and also mainly got texts from people being like, 'I didn't know, why didn't you tell me?' And just confusion from my friends, but mainly poking fun at it because obviously they knew it wasn't true," Moss said of her faux engagement. "I saw it on the cover of one of the gossip magazines and I was like, 'I've never had that haircut.' It was supposed to be a picture of the two of us, and I was like, 'I've never styled my hair like that.' It clearly wasn't me."
Moss and Cruise, 57, are both noted members of the Church of Scientology, which is likely why they were linked in the rumors. While Cruise has been open about his religion in the past, Moss chooses to keep her beliefs private.
"I'm always happy to have a personal conversation with somebody off the record, but in this kind of scenario, no," the West Wing star told Willie Geist in 2017 of discussing her faith on camera.
As for some actual hidden secrets in her life, Moss did tease the potential ending of The Handmaid's Tale on WWHL.
"Yes, I kind of have an idea," she said of how the beloved drama will conclude. She also hinted that she knows how many seasons the show will go on for, noting that she doesn't think season four will be its last.