She wouldn't budge!
Penelope laughed and replied, "I don't feel comfortable talking about my private life in public."
Engagement rumors began when Pene sported a big old sapphire and diamond ring on her left hand in October during the Broken Embraces premiere.
Letterman continued to press the issue with Penelope and she responded:
"I've been here a few times with you, you know I'm tough. One thing I don't do, I don't lie about my personal life. It's sacred to me. It's my life. But I don't give details about it because I am allergic to that."
Dave followed up with, "So you know, but you don't want to tell me?" and Cruz confirmed, "I know, but I choose not to share some things."
We know you're a notoriously private couple, but with all the laughing and refusal to answer the question leads us to believe one thing: You're one lucky girl and totally engaged to that hot piece of man!
[Image via Anthony Dixon / WENN.]