"I am obviously upset and distressed at some of the comments made by Eddie Murphy to the media," Brown, 31, said in a statement released Thursday by her publicist, Nadine Bibi.
"I have no idea why anybody would want to conduct themselves in this kind of manner about such a personal matter in such a public way. My main concern is for the well-being of my daughter, Phoenix, and of course the baby. I was astonished what Eddie said. There is absolutely no question that Eddie is the father."
Bibi said Brown -- known as Scary Spice when she was in the megahit group of the '90s -- wasn't giving interviews "at this stage."
Murphy, who stars in the upcoming "Dreamgirls" film, was recently asked by a TV interviewer if he was excited that Brown was pregnant.
"Now you're being presumptuous because we're not together anymore," Murphy replied. "And I don't know whose child that is until it comes out and has a blood test. You shouldn't jump to conclusions, sir."
A clip of the interview was posted earlier this week on the TMZ.com Web site.
Arnold Robinson, a spokesman for Murphy, said Thursday he doesn't comment on the actor's personal life.
Murphy, 45, escorted film producer Tracey Edmonds to the premiere of "Dreamgirls" in New York earlier this week. When asked by AP Television News if Edmonds is his "new lady," he smiled and replied, "Yeah."
People magazine, on its Web site, has quoted Edmonds, the ex-wife of singer Kenneth "Babyface" Edmonds, as saying she's been dating Murphy "for about a month and a half."
Murphy's wife, Nicole, filed for divorce last year, citing irreconcilable differences. The couple were married in 1993 and have five children together.