Sir Jeffrey Donaldson was speaking at a debate ahead of Thursday's election.
The Loyalist Communities Council (LCC) on Tuesday called for a maximum turnout by unionist voters.
It backed the DUP's Nigel Dodds, Gavin Robinson and Emma Little Pengelly in Belfast and the UUP's Tom Elliott in Fermanagh and South Tyrone.
Asked on the televised BBC Northern Ireland leaders' debate if his party would "unequivocally divorce" from the statement, Sir Jeffrey Donaldson replied: "Yes."
He added: "We don't accept support from anyone who is engaged in paramilitary or criminal activity."
Sir Jeffrey also denied a claim by Alliance leader Naomi Long that he had equivocated on the issue in an earlier debate.
Sir Jeffrey was representing the DUP in the debate as party leader, Arlene Foster, was attending an event in Messines, Belgium, to honour the soldiers of the 36th Ulster and 16th Irish Divisions who fought there during World War One.
Sinn Féin's Stormont leader, Michelle O'Neill, is understood to have lost her voice and was replaced by John O'Dowd.
Mr O'Dowd claimed the DUP 's relationship with the UDA was "about both of them dominating the stage".
"The DUP use the UDA during elections and the UDA use the DUP in government," he said.
Sir Jeffrey called the claim "complete and utter nonsense".
He asked: "Can you imagine Sean Kelly the Shankill bomber arriving on your doorstep?"
John O'Dowd said Sean Kelly was out promoting politics and the peace process.
SDLP leader Colum Eastwood said: "I think it's astonishing that we have a UDA linked association promoting candidates in this election.
"I'm glad that Jeffrey has come out and said he doesn't want their support."
The politicians also discussed the Union, Brexit and attempts to restore power-sharing.
Overall, it was a bad-tempered end to weeks of campaigning.