The pair, who scored the top prize on Dancing with the Stars in 2014, will be reuniting at his upcoming dance extravaganza, SWAY: A Dance Trilogy, on June 5 and 6 at the Hammerstein Ballroom in New York City.
“I can’t stay away,” Chmerkovskiy, 35, tells PEOPLE about his former dance partner. “We love working together. Any opportunity I get to dance with her is welcome.”
The Olympic gold-medal-winning ice dancer, 28, took part in her first SWAY production in December but could only make it to one of the performances because of her busy schedule. This time, she will be on hand for two evening shows and the matinee on June 6.
“She loves being a part of it, and we love having her,” says Chmerkovskiy. “She’s just a pleasure.”
Though romance rumors have long swirled around the pair, Chmerkovskiy says Davis has become one of the few in his inner circle.
“We became close, dear friends on the show,” he says. “There were romance rumors all over the place, but there always are. It’s the nature of the show. When you have single people on there, there are assumptions, assumptions and assumptions.
“But what I like is how we came out of it and how our friendship blossomed after that. We didn t let anybody or any of this positive or negative publicity undermine what we think of one another. She is part of the family.”
The show will also feature other members of Chmerkovskiy’s dance “family,” including his brother, Val Chmerkovskiy, as well as DWTS pros Tony Dovolani, Jenna Johnson, Artem Chigvintsev, Henry Byalikov, Serge Onik and Emma Slater and Peta Murgatroyd.
Also joining the production is snowboarding champ and 2014 Paralympic bronze medalist Amy Purdy.
“We are huge fans of hers,” he says. “She is a good friend of ours. For her to find time to do this, we are very fortunate.”
Chmerkovskiy is particularly excited about the upcoming SWAY production because it’s the first time they will be performing in New York City.
“Twenty years ago, when we immigrated to New York, the city welcomed us,” he says. “To be able to put together a stellar production like this there? It is a blessing.”
Tickets can be purchased online at SwayShow.com.