The news spread far and wide and she got calls and texts from her friends asking her if the rumours were right.
She continued: "I actually was confused and also mainly got texts from people being like, 'I didn't know, why didn't you tell me?' And just confusion from my friends, but mainly poking fun at it cause obviously they knew it wasn't true."
The Invisible Man star has also seen the lighter side of the gossip stories after her co-star Aldis Hodge claimed that's how she knows she's "made it" in the industry.
He said: "I feel like that's how you know you've made it when people are making up who you're marrying. I feel like you've made it."
She quipped: "Thank you! I'll take that."
Meanwhile, Moss has insisted people need to "educate themselves" about the Church of Scientology before they criticise it.
The Handmaid's Tale star was introduced to the alternative faith by her family and after deciding to investigate the teachings in the book Dianetics for herself she committed to the belief system, but has been reluctant to speak publicly about her Scientologist beliefs, much in the same way that Tom and John Travolta have been, because she doesn't think it is possible to convey the teachings properly in a short interview.
She previously said: "It's funny, there's two things you're never supposed to talk about at a dinner - politics or religion - and of course I'm doing The Handmaid's Tale, which is politics and religion, so it's a strange situation where you're going to be asked about these topics. I choose to express myself in my work and my art. I don't choose to express myself about it in interviews. I don't choose to talk about not just religion, but my personal life."
Scientology is a body of beliefs and practices created in 1954 by American science fiction author L. Ron Hubbard.
Bizarrely, Hubbard claimed that billions of extra-terrestrial beings were sent to Earth by Xenu - the dictator of the 'Galactic Confederacy', comprised of 26 stars and 76 planets including Earth - who gathered them around volcanoes and then destroyed the aliens with hydrogen bombs.
The aliens' souls attached themselves to chosen humans, known as thetans, who will be one day be saved from their life of spiritual harm.