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She said: "We're very much together."
It had been claimed the couple's three-month relationship was on the rocks because of the allegations about Alex's secret life as a transvestite.
Katie - also known as Jordan - had publicly ridiculed him about it and reportedly showed pictures of Alex dressed as his 'Roxanne' at Simon Cowell's star-studded 50th birthday party at the weekend, leaving the hardman furious.
It had also been claimed Katie was planning on using his fetish as an excuse to dump Alex - who denies being a cross-dresser - and regain public sympathy following her separation from soon-to-be ex-husband Peter Andre.
The former couple's divorce is set to be finalised later this month.