Pat Palme however denied that her husband Anthony had killed Palme, an outspoken critic of apartheid.
Former Vlakplaas police base commander Eugene de Kock, who has been found guilty of murder by the Pretoria Supreme Court, last week alleged that Williamson set up the 1986 assassination, and former police hitsquad leader Dirk Coetzee at the weekend claimed White, a former Rhodesian special services soldier, had killed Palme.
Pat White told Sapa the couple was taking legal advice to counter the claims.
"We are very, very upset about what has been said in the some of the newspapers. There is no truth in these allegations whatsoever. Some of the reports have been extremely distressing."
Coetzee said the plot had been carried out by an espionage and assassination unit allegedly run by Williamson. The unit was called "Operation Long Reach".
Williamson at the weekend denied any involvement in the killing and said "Long Reach" was a company which specialised in political security risk consultancies.
Asked about her husband's involvement with Williamson, Mrs White said: "He worked in a company with him."
She would not answer further questions. She said her husband was not at the couple's office in Beira, Mozambique.
"We are supposed to have been in hiding in Beira, and all sorts of other things. But it's all absolutely ludicrous."
Business colleagues in Beira said White had arrived in the port city about 10 years ago, and started a factory manufacturing exclusive hardwood furniture and doors through a timber concession he obtained from the Mozambique government.
"He began without even a vehicle and daily walked the 10km distance between his home and the factory on the outskirts of Beira. Only after he had established his business did he bring his family into Mozambique."
"If he had done that (asssassinated Palme), he would have been paid a fortune," said another business associate.
"But he was far from rolling in money when he came here. The factory is ticking over and it's doing well, but it's not as if he is making pots of money."
White was named in the recently published book "Contraband" as a member of a poaching and smuggling network which operated in Zimbabwe soon after the country's independence in 1980.
But colleagues said he had denied involvement and had been consulting lawyers about suing the author.
"He is quite a serious conservationist," said the businessman. "He doesn't hunt at all."
White has a son who helps him run the business, and a daughter in Johannesburg.