Although the pair have been romantically linked in the past, Anais, 17, - whose parents are Oasis rocker Noel Gallagher and Meg Matthews - insists they have a sibling-type relationship and she helps him out with girls.
Speaking about Brooklyn and Rocco Ritchie, she told ES Magazine: "I'm not dating either of them, no. Me and Brooklyn, people like to pick up on because we're seen out together quite a lot. And because we're such good friends, they like to capture photos where we're hugging. No - we're like brother and sister. We have a really good relationship. I like to help him out with girls."
Anais recently called supermodel Kate Moss her "second mum" and revealed the star sneaks her out of the house for nights out.
She said: "She's hilarious one of the funniest people I know. She is the most loving, motherly figure. She texts me at least once a week. It's a good relationship because she's not my mum. She sneaks me out so we can go out together, and she makes really good peanut butter on toast.'
And model Anais admitted it has been difficult growing up in the public eye but she admires her father for not caring what people think.
She said: "It's very hard trying to find your own way, dealing with people saying you're only doing it because of your parents. I've had stuff written about me since the moment I was born. When I was younger, I'd never done anything to deserve the amount of attention that I got. It's not like I was a singer or had any significant talent. It was just because I was the child of my dad. So I have to respect that, in a way.
"He doesn't give a f**k about what anybody thinks of him or says of him, and will always say what's on his mind and I admire him so much for that."
The full interview appears in this week's issue of ES Magazine, out Thursday 23rd February 2017.