Most Helpful Girl
I think a part of what you could tell them is what you just told us--that what they said is hurtful. Another thing you should include is that it's none of their business. If it were me, I'd something something along the lines of this:
"Ya know, it stings that you would accuse me of something like that, especially because it's not true. And frankly, no aspect of my relationship is any of your business and it shouldn't be of any concern to you anyway."
I'm sorry you're experience, people are notorious for sticking their noses where they don't belong. I hope I've been of some help!