Both Caitlyn and Sophia live together, but neither has commented on whether their relationship is romantic.
The Sun tweeted Sophia’s response to the eight-minutes of scrutiny, where she labelled Piers a “jacka**” and a “joke of a journalist”.
He quote tweeted the article and wrote: “Oh get over yourself”.
The daytime TV presenter Piers kicked things off by asking Sophia about her relationship with the 70-year-old: “So, there’s no hanky panky then?”
Trying to keep her cool, she laughed off the remark and endured other probing questions.
Things reached fever pitch when Piers told her “Everyone should go Down Under at least once in their life,” no doubt referring to her potential trip to Australia.
Shortly after the interview wrapped, she took to Instagram and fumed about Piers’ interview style.
“Good Morning Britain, having Piers Morgan is your biggest mistake. What a joke of a journalist he is,” she vented.
“What a pathetic line of questioning he had for me this morning. Totally not cool.
“I went on to support Caitlyn on I’m A Celebrity not deal with stupid b******t questions from some jacka** Piers.
“Neither of us will ever do your show ever again. You have shown your true colours yet again. So disappointing.”
I’m A Celebrity continues tonight at 9pm on ITV.