Gabby Windey recently spoke about her rumored romance with one of her "Dancing with the Stars" co-stars, Vinny Guadagnino. Speculation started after the two engaged in some flirtatious back and forth on Instagram.

The comments included Guadagnino's reaction to Windey's post expressing her excitement about going to the show's finale. Guadagnino wrote, "Good job Baby mamma," and Windey responded, "my main man."

During an interview with "ET" before the finale of the show, she joked about the rumored romance, sharing that it was "all in good fun." 

Actor Vinny Guadagnino

Romance rumors between former "Bachelorette" Gabby Windey and "Jersey Shore" star Vinny Guadagnino, who both competed on season 31 of "Dancing with the Stars" started after the two exchanged messages on Instagram. (Denise Truscello/Getty Images for Chippendales)

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"That's for me to know and you to never find out," Windey told the outlet. "You'll have to ask him and then let me know what he says. It’s all in good fun."

Guadagnino exited the show a couple of weeks ago on "90s Night," but Windey made it all the way to the show's finale. During the finale, she and her partner Val Chmerkovskiy competed against Charli D'Amelio, Wayne Brady and Shangela for the mirror ball trophy. D'Amelio and her partner Mark Ballas won the competition and Windey was the runner-up.

The rumored romance comes shortly after she announced her split from Erich Schwer. The two got engaged during "The Bachelorette," but didn't make it down the aisle. She spoke about the breakup during an episode of "DWTS."

Gabby and Erich on "The Bachelorette"

Gabby Windey and Erich Schwer, who got engaged during "The Bachelorette" announced their split. (Craig Sjodin/ABC via Getty Images)

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"For me, [love] holds a special place because I did just go through a breakup," she said during the show. "The end of our relationship happened because we weren't completely in step and in sync with each other on our common goals or just the way we approach life. We weren't each other's best match."

During her run on "Dancing with the Stars," she also spoke to Fox News Digital about her relationship with Schwer. 

Gabby and Rachel from "The Bachelorette"

Gabby Windey was one of the leads of the last season of "The Bachelorette" along with Rachel Recchia. (Frank Micelotta/ABC via Getty Images)

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"I think life is just really busy for the both of us right now. So, I understand their concern but we're just kinda, you know, going forward with each of our individual interests and supporting each other from afar," the "Bachelorette" star explained.