Penelope Cruz Dodges Engagement Questions

Despite sources telling that Penelope Cruz and Javier Bardem are engaged, she refuses to open up about their relationship.

Find out which stars have denied pregnancies recently

The actress, 35, said she didn't "feel comfortable talking about my private life in public" when David Letterman grilled her on the Late Show Tuesday night.

"You know I'm tough," she added. "One thing I don't do, I don't lie about my personal life. That's sacred for me -- it's my life. But I don't give details about it. I am allergic to that."

Cruz -- who has been dating Bardem, 40, since 2007 -- said that she knows the truth and simply chooses "not to share some things."

See photos of today's top news stories

Finally, Letterman gave up, fearing the wrath of the No Country for Old Men star.

"I know if I'll continue," he said, "I'll get a good beating."