The 'Glad You Came' singers were probed about their love lives during an interview in the US with Chelsea Handler, who put Max George on the spot by referring to his short romance with the troubled actress earlier this year.
The notorious lothario looked bashful, before replying, ''No idea'', then jokingly blaming it on their absent fifth member, adding, ''Now that was Nathan [Sykes]. Here's not here!''
The British boys are proving popular with American ladies after temporarily relocating to film their reality show, 'The Wanted Life', and said they prefer the more outspoken nature of US girls.
Jay McGuiness explained: ''Max said - and it did sound odd - they're quite open. I thought that was a really nice way of putting it.''
The singers also addressed their feud with fellow British exports One Direction. The long-standing rivalry between the groups recently came to a head when Louis Tomlinson slammed The Wanted during one of 1D's gigs, prompting an angry Twitter spat between the bands.
Asked why the feud is still ongoing, Siva Kaneswaran pointed at Max, who said: ''It's not just me. It's mainly me, but it's not all me.
''There's a few questions that need to be asked of a couple of them. I'm suspicious of one of [the band's] reasons.
''I think it's him that's confused. But they're all right. I think definitely a couple of them are really sound, and the others are all right.''