A fan at the show confirmed that the two were together all night, writing on a Facebook Fan page, "Can confirm Martha and Jessika's brother were together at Melbourne Fashion week.
"They were taking photos together and being cuddled up, with Michael nowhere to be seen."
But now, Jessika has revealed the truth behind Martha's relationship with Rhyce.
In an interview on KIIS FM's Kyle and Jackie O show, co-host Kyle Sandilands questioned the pair.
"Is she rooting your brother? Is that what's going on?" Kyle asked. "They did it once though right?"
Jessika quickly jumped to their defence. "No! They were both at an event that I was supposed to be at, Rhyce was actually my plus one."
But Kyle wouldn't let it go. "I've heard they've hooked up, by a good source," he said.
"No definitely not. They definitely have not hooked up," Jess assured the radio hosts.
"How do you know. Where's your information coming from," Jackie questioned.
Jessika revealed that she rang Martha after the photos were released to ask what was going on, and confirmed that she is still with Michael.
We guess they are just good friends then!
You can check out the interview in the video above.