TMZ caught up with Helio at the airport in New York this afternoon, and he chatted up a storm! But when asked about getting dumped by his ex-fiancee and if he was more than dancing partners with Julianne Hough, the dancer-driver hit the brakes, saying only, "My personal life is my personal life." Julianne just giggled off all the rumors, hoarsely.

Meanwhile, Helio watched a fan mambo for him, and even got on the phone with the guy's mom -- but still, no dirt on the breakup.