"Her walk from the top of the country to the bottom of the country, there's no connection whatsover, and that's a fact. So her memory fails her on that."
Peters said Devoy had not corroborated the reported comments from the event, but sport journalist Phil Gifford had heard Peters' comments and verified that he said them before her walk.
"[Gifford] says that I said she was a stone overweight, and I don't recall saying that," Peters said.
Peters said he and Devoy had met and worked together several times since the comments were made and they had never discussed the matter, he said.
The words "a bit round" were words he would never use.
Devoy has not commented on the media reports of what she said, which were tweeted by Newsroom's Tim Murphy.
Peters is taking legal action against Murphy for his alleged role in the publication of his superannuation details. He said Murphy was acting for his own "perverse reasons around a campaign which he is conducting, which is bound to fail".
Peters took exception to the suggestion that he had previously made comments related to people's weight. Last year he asked National's deputy leader Paula Bennett during question time: "Since when has the coalface been the local deli?"
He would not comment on what he had meant by those words, saying: "I'm not going to have you journalists to get away with. It's not free time against Winston Peters from here on in."
Peters' denial comes after Devoy told a Q & A at the TP McLean sports journalism awards ceremony in Auckland last night about what the NZ First leader had once said to her.
Her comment reportedly drew gasps from the audience.
Devoy said Peters had once said she was a "bit round" – and had told her to walk the length of New Zealand to lose a few kilograms.
Devoy appeared visibly angry and left the awards ceremony early after her remarks were made public by a tweet.
A spokesperson for the Race Relations Commissioner declined to elaborate today, saying Devoy "prefers to leave her comments as they are".
A person who was at the event, but who did not want to be named, told the Herald that there was an assumption of Chatham House rules (meaning comments are off the record) - though the hosts had not specified that to the audience.
"It's not like she got up there to pick a fight with Winston."
He said that Devoy was asked a number of wide-ranging questions about her career as a squash player and her current role, and it was a light-hearted atmosphere in which Devoy had joked that she will soon be out of a job.
Devoy was asked about her charity walk, and she had shared the anecdote about Peters' comments.
About 30 minutes after the Q and A, a host told the audience that Devoy's phone had not stopped going off since someone had tweeted about Devoy's comments - and the Dame, who now appeared angry, wished to sarcastically thank whoever it was.
There is a history of bad blood between Devoy and Peters.
In 2014 Devoy was harshly critical of Peters making a joke about "two Wongs don't make a right".
The NZ First leader had made the comment at the party's campaign launch when outlining his intention to crack down on foreign ownership of New Zealand land, saying National's claim that Labour had done it as well was not vindication.
"Just because your predecessor did it too does not make your actions sensible. As they say in Beijing, 'two Wongs don't make a right'," he said.
Devoy said at the time that politicians making fun of an entire race of people wasn't new but it was "disappointing and shameful New Zealand political leaders are still doing it in 2014".
