The 33-year-old model has admitted that she had a romantic relationship with Amber, 40, after her divorce from actor Johnny Depp.
"It's because we did a movie together, and it was called London Fields. He was also doing the movie," Delevingne told The Louis Theroux Podcast.
"I think he was pretty driven crazy by jealousy. Nothing was happening at that point. Later, after they divorced, it had, I suppose."
Theroux then asked Delevingne to clarify her comments.
"No, I don't suppose. I know," she said.
"We were close for a long time, and then when they were going through the divorce, yeah, we were entangled, I suppose," she said.
"But she was also entangled with other people."
Depp previously sued Heard, his ex-wife, for $US50 million ($A73 million), arguing that she defamed him in a Washington Post essay in which she discussed being a victim of sexual violence.
In response, Heard - who did not specifically name Depp in her article - countersued for $US100 million ($A145 million).
A jury found that both parties were liable for defamation. However, Depp was awarded more substantial compensatory and punitive damages.
During the legal battle, Depp accused Heard of cheating on him with Delevingne and billionaire businessman Elon Musk.
The Tesla boss and Heard initially remained quiet about their supposed romance, but Musk eventually confessed to having been "in love" with the actress.
"I was really in love, and it hurt bad. Well, she broke up with me more than I broke up with her," he told Rolling Stone magazine in 2017.
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