Brazilian Giovanna Lancellotti, 25, was reported to be the reason the Paris Saint-Germain star split with long-term on-off partner Bruna Marquezine last month.
The pair are both in London as Neymar, 26, prepares for Brazil's friendly against Uruguay at the Emirates tonight, while Giovanna takes in the sights.
After posting a picture of herself in the capital next to a phone box, Neymar messaged Giovanna to warn her it would only heighten speculation of their relationship.
Neymar, who has a seven-year-old son Davi Lucca from a previous relationship, wrote: "You in London, me too… here come fairytales, inventors of stories and affairs ???????"
Giovanna responded: "Gee, you did not even tell me you were in Europe, you b******!"
Talk of Neymar's supposed relationship with Giovanna was sparked when her teenage sister Gabriela "liked" a comment from an Instagram user which read: "He [Neymar] always wanted Giovanna Lancellotti.
"Even when he was with Bruna Marquezine in Paris, he would take pictures of her. He was just waiting for Giovanna to finish dating to finish his with Bruna. He would stay with Bruna for pity, to help her in the time of depression."
But Giovanna has denied there is any romance in the air between her and Neymar.
Earlier this month she said: "We've always been friends. We have ten years [of friendship].
"I'm single and happy, I want to make that clear."
Neymar and film star Bruna, 23, were in a relationship for six years, splitting up a number of times in that period.
But the PSG ace – who has been linked with a sensational move to Real Madrid – decided to call it quits last month.
Bruna revealed: "We are finished.
"It was his decision. I am going to ask that this issue isn't prolonged because normally I don't speak about my personal life.
"I have a lot of respect and affection for him and for everything we went through together.
"I just want to clear this point up, because we are living through a critical and dangerous time, a time with a lot of hate and no, the breakup had nothing to do with that [politics]."
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