Kimmel, 57, then asked Nader point-blank, "Are you dating Italian tennis superstar Jannik Sinner?"
A coy Nader responded, "Is this, like, an interrogation? I'm so scared right now!" Kimmel quipped in response, "It is, and you're under oath."
The Sports Illustrated model then side-stepped the question, telling Kimmel, "Well, ask Stephen what match we were at. I don't think he was playing in that one." (Indeed, Sinner, 24, didn't take the court at Arthur Ashe Stadium on Sunday. Colbert was seen taking in a match between Spain's Carlos Alcaraz and France's Arthur Rinderknech, per the official US Open Instagram account.)
Nader then teased, "You're close. You're warm."
"Oh, I see. It's somebody else?" asked Kimmel. "You're warm ... we weren't at that match," Nader responded, prompting Kimmel to swiftly move on.
Nader's sisters, Mary Holland, Grace Ann and Sarah Jane, sparked speculation when they teased their older sister's dating roster on SiriusXM's Page Six Radio program last week.
During the appearance, Nader said she had received DMs from athletes in "every field imaginable," to which Grace Ann responded, "Every field and court."
Grace Ann continued to tease, "Not the NBA court," which led to cohost Evan Real asking if Nader was dating a tennis player.
"It rhymes with 'winner,'" Grace Ann further teased.
Sinner, for his part, sparked dating rumors of his own amid his Saturday, August 30, victory over Dennis Shapovalov at the US Open. One eagle-eyed viewer noticed that the current men's No. 1 had a very interesting picture as his phone lock screen.
"Jannik Sinner has a photo of Laila Hasanovic on his lock screen so the rumours are...? 👀," TikTok user @mrsf1facts posted.
Hasanovic, 24, is a Danish model who has worked for clients including Prada, Armani and J. Lindenberg. The photo on Sinner's phone appears to be from a July campaign Hasanovic took part in for Armani Beauty.