Wrexham AFC co-owner Rob McElhenney has set to record straight about a rumoured affair with a woman from Wales. 

American entertainment writer Perez Hilton recently reported about a rumour McElhenney had cheated on his Always Sunny in Philadelphia co-star and wife Kaitlin Olson with a woman from Wales. 

Hilton in his article said he had received a rumour tip-off titled - “not always sunny".

One section read: "Apparently two married costars of a popular and long running sitcom have quietly separated after the husband cheated on her in Wales."

Rob McElhenney and Kaitlin Olson joke about cheating rumours

Both McElhenney, who co-owns Wrexham AFC with fellow Hollywood A-lister Ryan Reynolds, and Olson have taken to Twitter to set the record straight, joking with each other about the rumours to show all is still sunny between the pair. 

Olson on Twitter, referencing the Hilton article, said: "It was me who had the affair. But it was not with someone from Wales.

"It was with a whale. I’ve always loved whales. They’re the bosses of the ocean and I’m attracted to power.

"We ask for privacy as we navigate this difficult time."

McElhenney replied to his wife on Twitter confirming that there were some details about the cheating story that were "incorrect".

In a tweet, he said: "Sad to admit that the rumor is true. However some of the details are…. incorrect."

Fans have responded to the back and forth between the pair joking about the alleged "rumour". 

Border Counties Advertizer: Rob McElhenney and Kaitlin Olson have joked off rumours of an affair.Rob McElhenney and Kaitlin Olson have joked off rumours of an affair. (Image: PA)

One person said: "Hard to compete, man. Whales got game."

Another fan said: "Nooooo! Please say it's a bad joke & you guys aren't separated???"

A third person added: "The amount of people on here that dont see this as a joke is worrying."

While someone else commented: "I can’t believe I just read that trashy article. Did the writer really hear a rumour or just make it up themselves and then say “*if* it’s true” to cover themselves??

"Either way, people read it and they got the ad revenue."