In a new interview with New Beauty, the actress opened up about the reports, confessing she is frustrated with what is being written about her and the comic.
"I think what's more surprising is how much is incorrect," she said.
"There is so much attention on things that aren't the truth. And if you speak up and try to say the truth, you're accused of being messy or just not believed. I've gotten used to it, but it hasn't made it easier."
Mulaney recently split from his wife of six years, Anna Marie Tendler.
It was he who asked for divorce amid his struggle with addiction, and she claimed she was blindsided by his decision.
John Mulaney checked himself into a 60-day program at a Pennsylvania treatment facility late last year for alcohol and cocaine addiction. He completed his rehab in late February this year and continued his sobriety work as an outpatient.
Munn previously tweeted her support for the comedian/actor back in December (20) when he entered rehab, writing, "Sending SO MUCH love and support to John Mulaney. You got this."
They sparked romance rumors in May after they reportedly met at a church in Los Angeles.