'Oh no,' squealed the Disney actress as she caught a glimpse of Bieber's face.
'You know he's going to make me sleep with that every night,' she added.
Earlier in the show the host Ellen pulled up footage of Selena last appearance on her programme – when she scrunched up her face and denied any relationship with the 17-year-old pop singer.
Ellen, 53, ribbed the Emmy winner for denying the teen love affair and later going public with Justin Bieber at the Vanity Fair Oscar party.
Selena said, 'I promise you, I didn't lie to you.
'He's just so sweet...I didn't know at the time,' she added.
'He's not like your little brother now is he?' said Ellen.
'Er no,' said Selena shaking her head.
The young couple are separated at the moment while the Never Say Never singer tours the UK and Selena is in the USA.
'I thought you might be missing him,' said Ellen as she handed over the pillow.