The response came after a fan commented on her latest Instagram post, asking her to address her rumored relationship with the Ghostbusters star.
"Ma’am would you care to address these Bill Murray allegations?!? Cuz damn! What he doing with all that?!?" the user wrote.
"LOL no babe, I wouldn’t bother at all," Kelis wrote back.
The two sparked dating rumors last week after Bill was reportedly spotted at several of Kelis's recent shows. That included a festival in London, where they were snapped hanging together after the show.
Their rumored romance comes just over a year after Kelis's husband, photographer Mike Mora, succumbed to stomach cancer. They had been married since 2014 and had two children together.
Bill, meanwhile, has not publicly dated anyone since his 2008 divorce from late costume designer Jennifer Butler. He shared four children with her and has six in total.
We'll see if he has anything to say about the Kelis dating rumors!