Speaking to a Swedish television talk show, the former "Baywatch" actress and animal rights activist said she had probably spent more time with Assange than with any other man lately but would not be drawn on details.
British media have reported Anderson has been spotted visiting Assange at the central London embassy, where he took refuge in 2012 to avoid extradition to Sweden over allegations that he committed rape in 2010, which he denies.
In a clip of the interview which airs on Friday evening, Anderson is asked whether their relationship was romantic and if they are dating. The 49-year-old actress laughs before saying: "Well, he's imprisoned, that would make it a little bit difficult."
She is then pressed further.
"Let's see what happens when he's free. But you know I spend probably more time with him than any other man socially, which is very odd," Anderson said.
In a post on her pamelaandersonfoundation.org website on Thursday, Anderson referred to Assange as "one of my favorite people".
"He might be the most famous, most politicized refugee of our time. Famous for being persecuted. Famous for being persecuted is not a position of power but a position of vulnerability. I am concerned," she wrote.
"Julian is a human being who is extremely empathetic and cares deeply about the world. And because of his work. He has made some powerful enemies in a few countries - America especially by exposing them. Julian is trying to free the world by educating it. It is a romantic struggle—I love him for this."
British media have printed photos of Anderson outside the embassy, with one picture showing her carrying takeaway food.
"It has brought some attention to maybe people who didn't realise a lot about him," Anderson says in the clip.
"So I guess in a way that's been a little bit helpful but I don't want to go into any private details. But I don't know."
She can then be heard saying: "He's very sexy".
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