Ryan decided to take matters in his own hands, bringing the topic up on-air.
On Wednesday, the 33-year-old filled in for Sandilands, 47, on the Kyle and Jackie 'O' show on Wednesday, revealed Jackie, 43, has become "paranoid" following chatter over his friendship with the host.
Talking to celebrity psychic to the stars, Georgina Walker, he said: "I used to get good warmth off her (Jackie) and now she's just paranoid."
"She's gone cold because of the magazine articles," the psychic mused.
The sporting star added: "She's completely lost it...she's lost the plot!"
Making the blonde radio host chuckle, she said, "I'm giving him the cold shoulder in life, in general."
The radio star was left in shock when she was snapped with her friend in a set of Daily Mail images.
She was spotted enjoying a coffee with Ryan, alongside their pals.
Insiders close to the pair say they're exceptionally close with the former NRL player made her laugh "like no one else".