Megan Thee Stallion & Klay Thompson Romance: Megan has officially confirmed her relationship with NBA star Klay Thompson at a gala in New York, calling him the “kindest person” she’s ever dated. Speculation grew earlier this month when she posted social media content featuring him in the background, and rumors circulated she hired a private investigator to monitor his movements. A man was even filmed filming Thompson in public—though none of these claims have been substantiated.