The brothers were on Larry King on Thursday when Joe accidentally let the news slip.
But Nick was quick to intervene hoping to do some damage control. He added, "It's a part of our lives we try to keep private."
His older brother Kevin added, "It's odd when people all around the world are obsessed with a 16 year old's love life."
Just last week Miley added fuel to the fire telling radio station 107.5 The River in Tennessee, "He's my best friend, and we still hang out all the time, and we've definitely reconnected."
Check out the clip of Joe outing his brother Nick below. It's actually really funny how uncomfortable they get talking about their love lives.