"No, I don't think so," the 26-year-old actor told AP Radio in a recent interview.
"Her and my relationship is a time in the past. And it's a time that I'll always look back with in fondness, but her and I have moved on, and she has a separate life and I have a separate life. And it's better that we keep it that way."
Holmes, who starred in the TV series "Dawson's Creek," and Klein became engaged in December 2003 after five years of dating. They called off their engagement in March.
Tom Cruise, 43, and Holmes, 27, went public with their relationship in April and became engaged in June. Holmes' pregnancy was reported in October.
Holmes hasn't revealed her due date.