Shay has starred with Taylor on the Bravo series for seven seasons. She also denied hooking up with Tom Sandoval, Tom Schwartz or any of her other co-stars.
"No. No one. I'm the only person on the show who hasn't hooked up with anyone," the star told host Andy Cohen.
Shay did discuss her fling with "Summer House" star Carl Radke, who appeared with her in the episode.
She kept the details to a minimum, as both of their moms were on the show as guest bartenders.
"[We were at] his apartment," Shay said. "Our moms are here, I'm going to spare the details."
"We rounded third base," she said.
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Radke took the lead when host Andy Cohen asked why they didn't go further.
"We weren't ready yet," he responded.
Shay was previously married to Mike Shay and dated Rob Valletta in 2017. Taylor said in an interview with Bravo's The Daily Dish in December that Shay keeps "finding the wrong guys."
"I think Scheana's just in a place right now where she's just -- and I love Scheana, this is nothing against her at all, she's a good friend and she's very sweet -- I think she's just a hopeless romantic, maybe co-dependent, just wants to be in a relationship," the star said.
"I feel bad because these guys I feel are not in it for the right reasons and she just wants to settle down," he added.
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