Amber Rose and Nick Simmons We're Just Friends ... WINK

10/5/2014 6:56 AM PDT

Nick Simmons swears up and down he and Amber Rose are just friends ... but it reeks of a cover up.

Nick and Amber were once again out on the town last night and hit up the Roxy.  When we asked about their "new relationship" ... Nick tried shooting down the whole thing.

When our photog reminded him of the video showing them grinding on each other at Playhouse -- Nick response was ... well, not compelling.

Check it out and tell us what you think.