McCarthy first posed for the magazine in 1993 as Miss October when she was just 22 and continued to grace the covers throughout her career.
Sitting down on the #NoFilter with Zack Peter podcast, the model-turned-Masked Singer judge said she was never subjected to what Hefner's exes have claimed happened to them.
McCarthy claimed it was quite the opposite, saying Hefner ran the mansion like a "Catholic school," Radar can report.