During an interview with Allure magazine for the December issue, Dunst admitted that she hasn’t kept close ties with her former man.
The actress stated, "It would be nice to see him. But we’re not good friends."
The two lived together in Los Angeles and broke up in 2004 after a two-year relationship.
Gyllenhaal, 28, has been dating actress Reese Witherspoon since early 2007.
Dunst, 27, revealed to the magazine that she is still single and lives alone in New York. When asked if she ever has any special guests over, she replied, "My girlfriends will sleep in bed with me, but no guests, not long-term, anyway."
Last August, rumours began to circulate about actress having a fling with a younger man, who is a friend of her brother Christian.