The actress, who recently won a Golden Globe for her role in Showtime's "The Affair," told the latest issue of Net-a-Porter's The Edit that she's just friends with her co-star.
The two are currently starring in the Broadway play, "Constellations."
"He's adorable, a really good guy," she said of Gyllenhaal.
"We've become like brother and sister a little bit," Wilson continued. "We spend so much time together. We trust that even if we have a little [disagreement] -- which is going to happen because we're in a tense environment that demands a lot from us -- we'll make up and we'll be fine. I trust him implicitly."
Rumors started swirling after the Globes when reportedly the two actors were seen kissing and holding hands at an after party.