Penelope Cruz still won't admit she's engaged to Javier Bardem.

But she's not exactly denying it either.

In a coy interview on the "Late Show with David Letterman" Tuesday night, the actress, 34, says, "I don't feel comfortable talking about my private life in public."

Cruz, who has been dating Bardem, 40, since 2007, goes on, "You know I'm tough. I don't like to talk about my personal life... I don't give details about it. I am allergic to that."