"No wedding ... people do that here in Vegas," the blond tells "Extra." McCarthy was in Sin City to host the toga party celebrating the 40th anniversary of Caesar's Palace. "People have been asking me. There's no wedding."

The celebrity couple has been dating since late 2005 and have denied recent reports of an engagement and plans to elope to Cabo San Lucas in Mexico over the Labor Day holiday weekend. "It's amazing the soap operas that happen in the media," she remarks, but adds, "We're very happy."

McCarthy and her husband, actor/director John Asher, filed for divorce citing "irreconcilable differences" in August 2005. They have a four-year-old son together, Evan Joseph.

Carrey was previously married to Melissa Wormer and actress Lauren Holly.

Besides the MTV dating show "Singled Out," the former Playmate starred on "The Jenny McCarthy Show," the short-lived 1997 NBC sitcom "Jenny," UPN's "The Bad Girl's Guide" and E!'s "Party at the Palms."

On the big screen, she's also appeared in "BASEketball," "Scream 3," "Scary Movie 3," Asher's "Dirty Love," which she wrote, and "John Tucker," which is currently in theaters