Olivia Munn on Why She Won't Address Speculation or Gossip About Her Relationship with John Mulaney

Olivia Munn is addressing how she approaches speculation about her relationship with John Mulaney.

Munn, 41, is currently expecting her first child with Mulaney, 39. The couple's relationship was first reported by PEOPLE in May, after news broke that Mulaney and his wife Anna Marie Tendler had ended their marriage.

The whirlwind romance has prompted no shortage of rumors and internet gossip, which Munn recently told the Los Angeles Times is nothing new for her.

"It's definitely not foreign for me to have people speculate incorrectly about things and to have rumors run rampant in one way," the Violet actress said.

"They think they know our relationship so well. When in reality, they don't," she continued. "There's no way anyone could know what any of his relationships were or what our relationship is."

Bryan Bedder/Getty; Karwai Tang/Getty John Mulaney; Olivia Munn

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Munn said she doesn't speak out about any of the rumors so as not to "feed into a narrative that's just not true."

"If I try to say anything, I run the risk of being called messy or not telling the truth," she said. "The only way to win, for me, is to pull back and to not play the game at all."

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She also addressed how Mulaney has incorporated their baby on the way into his stand-up routine. Per the Los Angeles Times, he joked in one performance about getting "mixed reviews" when he tells people he's having a baby.

"He's so funny, and he's so articulate, and he's so smart," Munn said of the comedian. "The first time he made that joke, I remember laughing. I'd be with him on the road, and I would hear him tell this joke, and I did feel a sense of healing with it."

"It's hard to be pregnant for the first time and have anybody say anything besides, like, 'Congratulations,'" she added.

Emma McIntyre/Getty Images Olivia Munn

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Elsewhere in the interview, Munn discussed her recent film Violet, which premiered last month. Munn plays the titular role of a woman who is constantly tormented by a voice in her head telling her she's not enough — until one day, she decides she's had it.

She said filming the movie — her last project completed before the COVID-19 pandemic — was an emotional experience.

"There are scenes where I would break down crying," Munn recalled. "And when they would yell cut, I would still be emotional about it and I would just take some time to the side. And the AD would come over to me and be like, 'We're going to need you to stop crying.'"

The Newsroom star added that even after production wrapped, it was difficult to "shake off" the self-doubt.

"To get to that state of having so much self-hatred and doubt — it's not something you just shake off, at least for me," she said. "Because it is so true to how I've existed for so long."