The talk show host was leaving a Pilates studio Wednesday in NYC, where paps were ready to fire off questions about how she was doing ... without asking point-blank about her hubby's alleged mistress. It seems they didn't need to though ... based on her reaction.
Wendy told the paps that she was fine and was carrying on with her business -- in fact, she says she was just on her way to a book signing. When one photog asked about her wedding ring, Wendy was happy to flash it ... so it's pretty clear she's not sweating cheating stories.
Sources close to the production of her show say her hubby is still working on set as an EP, and that he and Wendy have even interacted civilly behind the scenes.
If there is creepin' going on ... Wendy isn't letting on one bit. Good!!!