Documentary filmmaker Norm Pardo — who filmed 70 hours of footage with Simpson from 2000 to 2005 — told the New York Post that Simpson said "he knew Anna Nicole pretty well, and he said he had slow-moving sperm, and he might be the father."
Simpson and Smith starred together in "Naked Gun 33 1/3: The Final Insult."
Simpson even joked that he hoped the baby wasn't his as Fred Goldman — the father of Ron Goldman, whom Simpson was acquitted of murdering along with his ex-wife Nicole Brown Simpson — might try to take her.
"I hope they don't do a DNA test on Anna Nicole's baby. If they find out Dannielynn is mine, I don't want Fred Goldman trying to seize her money — or the baby herself," Pardo claims Simpson said.
Goldman has pursued Simpson for damages in the civil court since Simpson was cleared of murdering his son.
Smith's companion Howard K. Stern and her ex-boyfriend Larry Birkhead both claim they are the father of Smith's 6-month-old daughter Dannielynn, and are battling her estranged mother for custody of the child.
Zsa Zsa Gabor's husband and Smith's former trainer have also said they could be the father.
Meanwhile, Smith's jailed ex-boyfriend fears a tape of him having sex with the former Playboy Playmate is among the items that were stolen in a raid on her home in the Bahamas.
Mark Hatten, who is serving time for making terrorist threats against Smith and beating up her neighbor, has revealed the existence of the sex tape in recent correspondence with Smith's mother, Virgie Arthur.
In one letter to Arthur, obtained by TMZ.com, Hatten urges her to find and destroy the tape, explaining his ex was "against pornography (hardcore)."
In other news, Smith's bodyguard talked to Florida's Seminole Police Department Wednesday about the circumstances surrounding her death, TMZ reported.
Cops went to the house of "Big Moe" Wednesday morning in Pembroke Pines, Fla., because they had questions about the security camera video at the hotel where Smith died.
Big Moe told the cops Smith was on "heavy doses" of prescription drugs that day, including flu medicine and antibiotics, sources told TMZ.
Sources also said Moe also told cops that in the months leading up to Smith's death, Stern gave her "some types of drugs," though he didn't specifically know which. As he put it, "Anna was in a cloud."