Nick Xenophon has denied he ever took former Tasmanian senator Jacqui Lambie on a date to KFC, claiming the only thing they exchanged that night were chicken nuggets.

Speaking on Hit 107 yesterday about affairs in Federal Parliament, Ms Lambie claimed Mr Xenophon took her on a date to KFC.

"I did try with Nick Xenophon once, but he took me on a cheap date, cheapskate he is, to Kentucky Fried Chicken, so that was it," she said.

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Ms Lambie even went as far as to say Mr Xenophon might have made it to first base if he'd taken her to a better a restaurant.

But in a cruel 'twister' of fate, Mr Xenophon friend-zoned Ms Lambie claiming things never got 'hot 'n' spicy'.

"Jacqui's a great mate of mine," he said.

"But to call it a date would really be stretching it.

"The only thing we exchanged at that restaurant were chicken nuggets."

Mr Xenophon explained it was more of a business meeting than any romantic venture.

"That was about the only thing open in Burnie after we had a meeting that we went to, a public forum on health in northern Tassie a couple of years back," he said.

"It was basically, Jacqui and her advisors, and my staff all going to KFC at the end of a long public meeting on health.

"I don't really mind that much what Jacqui says if it's going to help sell her book, it's a great read."

SA Best pushes pilot training scheme for regions

Mr Xenophon responded to the comments on the campaign trail in Whyalla where he announced SA Best would initiate discussions with Qantas to establish a world-class pilot training scheme in the region if elected on March 17.

"Our preference would be for it to be established in Whyalla on the back of the lifeline it's been given thanks to Sanjeev Gupta, and the plans he has for the region," he said.

"Alternatively, the academy could be located at Port Lincoln — just a few kilometres down the road."

Late last year Mr Xenophon announced he would be quitting the federal senate to tick off a goal from his bucket list to run in the South Australian state election.

Ms Lambie resigned from the Senate last year after she was found to be a dual citizen.