Earlier this week, The Sun revealed how Alfie, 45, had reignited his row with Katherine, 38, after he defaced one of her posters with the expletive written across her face.
The pair had originally clashed while starring in a West End production of Carousel last year, but had appeared to have buried the hatchet.
Appearing on today's Loose Women, Katherine admitted Alfie's latest actions had upset her.
She said: "I wish I could tell you that story is not true, but it did happen.
"I read that there's this big feud between us, but I don't know anything about it."
Looking teary, she added: "I have two children and an album out, I don't have time for fighting.
"I don't know what makes somebody…
"It's obviously upsetting, but I'm a big girl.
"I won't let that affect this week."
On Monday at a signing session for her new album, Katherine was horrified when she spotted a poster with the c-word scrawled on it. Staff told her Alfie was responsible.
The poster, on the wall at an HMV store in Manchester, had been hastily covered up in a bid to stop the singer seeing the graffiti.
Katherine and Alfie clashed while appearing in the London Coliseum production of Carousel despite winning rave reviews from critics.
Alfie is understood to have been annoyed after she was given the number one dressing room despite him taking the lead role of Carousel operator Billy Bigelow.
A source close to Alfie said: “Anyone could have done this.”
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