"When you scroll through your feed and all the pretty famous boys and girls are on yachts or in Saint Barth's and you're at home where it's raining and you've never even been on a holiday to another country before," she Instagrammed to her 3.2 million followers on Instagram. "Never been to a tropical island let alone Saint Barth's and actually you aren't even sure if you're spelling Saint Barth's right."
While the caption seemed to be aimed at Kendall and Harry's holiday getaway, Lorde clarified that it was far from it. "Lol no 'shade' folks," she wrote. "If I were on an island or in even nearish proximity to a yacht, you would be hearing all the f**k about it."
The One Direction member sparked romance rumors when he was spotted swimming with Kendall in St. Barts on Thursday. Harry was quite playful with the 20-year-old model during their vacation, but neither have confirmed that they're dating.
See Lorde's different looks throughout the years:
Lorde's looks - singer
Lorde denies dissing Kendall Jenner and Harry Styles' St. Barts getaway
NEW YORK, NY - SEPTEMBER 16: Lorde is seen arriving at Kanye West Yeezy Season 2 during Spring 2016 New York Fashion Week at Skylight Modern on September 16, 2015 in New York City. (Photo by Gilbert Carrasquillo/FilmMagic)
AUCKLAND, NEW ZEALAND - NOVEMBER 19: Lorde poses for a photo after winning Single of the Year and the People's Choice Award at the Vodafone New Zealand Music Awards at Vector Arena on November 19, 2015 in Auckland, New Zealand. (Photo by Hannah Peters/Getty Images)
NEW YORK, NY - NOVEMBER 02: Lorde attends the 12th annual CFDA/Vogue Fashion Fund Awards at Spring Studios on November 2, 2015 in New York City. (Photo by D Dipasupil/FilmMagic)
WEST HOLLYWOOD, CA - AUGUST 30: Ella Marija Lani Yelich-O'Connor, known by her stage name Lorde attends the Republic Records Private Post-VMA Celebration at Ysabel on August 30, 2015 in West Hollywood, California. (Photo by Gabriel Olsen/FilmMagic)
NEW YORK, NY - MAY 04: Lorde attends the 'China: Through The Looking Glass' Costume Institute Benefit Gala at Metropolitan Museum of Art on May 4, 2015 in New York City. (Photo by Karwai Tang/WireImage)
TORONTO, ON - JUNE 15: Singer-songwriter Lorde poses in the press room at the 2014 MuchMusic Video Awards at MuchMusic HQ on June 15, 2014 in Toronto, Canada. (Photo by Sonia Recchia/Getty Images)
LAS VEGAS, NV - MAY 18: Singer Lorde speaks onstage during the 2014 Billboard Music Awards at the MGM Grand Garden Arena on May 18, 2014 in Las Vegas, Nevada. (Photo by Kevin Mazur/Billboard Awards 2014/WireImage)
LAS VEGAS, NV - SEPTEMBER 20: Recording artist Lorde attends the 2014 iHeartRadio Music Festival at the MGM Grand Garden Arena on September 20, 2014 in Las Vegas, Nevada. (Photo by Isaac Brekken/Getty Images for iHeartMedia)
GLASGOW, SCOTLAND - MAY 24: Lorde performs live at Radio 1's Big Weekend at Glasgow Green on May 24, 2014 in Glasgow, Scotland. (Photo by Dave J Hogan/Getty Images)
PARIS, FRANCE - JUNE 01: Lorde performs at We Love Green Festival at on June 1, 2014 in Paris, France. (Photo by David Wolff - Patrick/Redferns via Getty Images)
BALTIMORE, MD - MAY 17: Singer Lorde performs prior to the 139th running of the Preakness Stakes at Pimlico Race Course on May 17, 2014 in Baltimore, Maryland. (Photo by Molly Riley/Getty Images)
AUSTIN, TX - OCTOBER 12: Lorde performs during the 2014 Austin City Limits Music Festival at Zilker Park on October 12, 2014 in Austin, Texas. (Photo by C Flanigan/Getty Images)
AUSTIN, TX - OCTOBER 12: Lorde performs during Austin City Limits Festival at Zilker Park on October 12, 2014 in Austin, Texas. (Photo by Erika Goldring/FilmMagic)
Lorde accepts the award for top rock song for âRoyalsâ at the Billboard Music Awards at the MGM Grand Garden Arena on Sunday, May 18, 2014, in Las Vegas. (Photo by Chris Pizzello/Invision/AP)
Entertainer Lorde performs before the 139th Preakness Stakes horse race at Pimlico Race Course, Saturday, May 17, 2014, in Baltimore. (AP Photo/Nick Wass)
LAS VEGAS, NV - April 15 : LORDE performs at The Boulevard Pool at The Cosmopolitan of Las Vegas in Las Vegas, NV on April 15, 2014. RTNKabik/MediaPunch ***HOUSE COVERAGE**
New Zealand singer-songwriter Lorde performs on stage at the Sound Academy on Saturday, March 15, 2014 in Toronto, Canada. (Photo by Arthur Mola/Invision/AP)
The Maryland Jockey Club announced Thursday Feb. 6, 2014 that Lorde will bring her Grammy Award-winning song of the year to Maryland as she headlines the Preakness infield concert at Pimlico Race Course in May. The Maryland Jockey Club announced Thursday that the 17-year-old breakout star from New Zealand will perform an extended set during the infield festival Saturday, May 17 at the 139th Preakness Stakes. (AP Photo/Maryland Jockey Club)
Lorde poses in the press room with the awards for best pop solo performance and song of the year for "Royals" at the 56th annual Grammy Awards at Staples Center on Sunday, Jan. 26, 2014, in Los Angeles. (Photo by Dan Steinberg/Invision/AP)
Lorde seen at Universal Music Brunch to Celebrate the 56th Annual GRAMMY Awards, on Saturday, January 25, 2014 in Hollywood, CA. (Photo by Tonya Wise/Invision/AP)
Lorde performs on stage during the 24th Annual KROQ Almost Acoustic Christmas held at the Shrine Auditorium on Sunday, December 8, 2013 in Los Angeles. (Photo by Paul A. Hebert/Invision/AP)
Lorde poses backstage at the Grammy Nominations Concert Live! on Friday, Dec. 6, 2013, at the Nokia Theatre L.A. Live in Los Angeles. (Photo by Richard Shotwell/Invision/AP)
Recording artist Lorde performs an at the Alt 98.7 Penthouse inside the Hollywood Tower on Wednesday, Sept. 25, 2013 in Los Angeles. (Photo by Paul A. Hebert/Invision/AP)
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In September, Kendall spoke with ET about not having ever dated anyone publicly. "I just like to keep my private life private," she said. "I try my best, but at the same time, I try not to let being out with someone affect my everyday life."