"What? That's not true. no. I did not 'almost get married to Sean,' that's such bullshit," Theron said, denying the reports. "No, we dated, that was literally all we did, we dated."
"It was a relationship, for sure. We were definitely exclusive, but it was for barely a year," she continued. "We never moved in. I was never going to marry him. It was nothing like that."
Theron, 44, and Penn, 59, reportedly dated from 2013 to mid 2015.
The actress -- who was on "The Howard Stern Show" to promote her new Netflix film "The Old Guard' -- also shared her thoughts on marriage and dating as a whole.
Stern asked Theron "if she has ever felt lonely or if she's ever thought about getting married."
"I never wanted to get married," she replied. "That's never been something that's important to me. On the lives of my children, I've never been lonely. I've never felt alone."
"My life right now just doesn't allow a lot of room for something like that to happen," Theron continued. "But in saying that, there's not this thing that drives me [to have a romantic relationship]. I enjoy being set up on dates but I don't know if I'll ever be able to live with somebody again. To be totally frank, they might have to buy the house next to me. I don't know if I'm going to be able to deal with that ever again, I'm too old for that shit."
The "Bombshell" actress, who has two adopted children: Jackson, 8, and August, 3, has been in two public relationships before Penn: one with Third Eye Blind's Stephan Jenkins and another with Irish actor Stuart Townsend.
Last year, Theron spoke to ET about her dating life, joking she was "shockingly available."
"I've been single for 10 years, [dating me is] not a long shot," she said in April 2019. "Somebody just needs to grow a pair and step up."