When Aaron Hernandez was found hanging in his jail cell on April 19, 2017, rumors began to circulate about the former New England Patriots tight end’s life behind bars. It was reported that the last inmate to visit Hernandez in his cell was 22-year-old Kyle Kennedy who was serving time for armed robbery. According to Kennedy’s attorney, Kennedy and Hernandez spent a lot of time together and that Hernandez promised Kennedy a watch of his estimated to be valued at $50,000.

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In an exclusive interview with Dr. Phil, Hernandez’s fiancée, Shayanna Jenkins-Hernandez, speaks out for the first time about Hernandez’s alleged relationship with Kennedy.

“His lawyer came forward claiming that Kyle and Aaron were prison lovers and that they requested to share a cell. Do you believe that?” Dr. Phil asks.

“No, I don’t. I don’t know who this Kyle Kennedy is. I’ve never heard of him, honestly. Aaron has never mentioned him,” Jenkins-Hernandez tells Dr. Phil in the video above from Tuesday's episode. “And Aaron liked to be in a single cell, from my knowledge.”

WATCH: Aaron Hernandez’s Fiancée On Rumors He Was Gay: ‘It’s Just Not Him’ 

“The day after the alleged suicide, the prison put Kyle Kennedy on suicide watch because they say they knew the depth of their relationship. What’s your response to that?” Dr. Phil continues.

“I don’t have one,” she replies.

In the video above, Jenkins-Hernandez insists that there was no "suicide note" left for Kennedy, despite reports to the contrary.

“There’s nothing for Kyle Kennedy,” she says. “It’s nonexistent.”

WATCH: Aaron Hernandez's Fiancée Says 'Anything's A Possibility' In Response To Reports He Committed Suicide So She Could Get Millions

On Tuesday’s episode, hear why Jenkins-Hernandez claims she’s estranged from Hernandez’s family. Check here to see where you can watch.

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Aaron Hernandez’s Fiancée Claims His Alleged Lover’s Statements Are A ‘Crock Of Bull’