The media mogul says working with the troubled actress on the show - which will air on her OWN network in March - hasn't always gone smoothly, but insists there has been nothing out of the ordinary with making the programmes.
Asked if 'Lindsay' is still filming, she told E! News: "As far as I know we are - what do you know? There have been bumps, that's life. It's been bumpy, but as far as I know we are still filming."
Despite reports the 'Mean Girls' actress has caused problems for the series' shooting schedule, Oprah said she spoke with the 27-year-old star earlier this week after she initially received a text from Lindsay - though the talk show host didn't realise she was in London when she called her.
And asked where the actress is at the moment, Oprah joked: "You would know more."
In clips from the eight-part series which were recently screened for critics, Oprah could be seen fuming with Lindsay after she refused to take part in scheduled filming.
In the footage, Oprah says: "This is just what everyone warned me would happen. And it is."
In August, Oprah sat down with Lindsay for her first TV interview since leaving a 90-day court-ordered stint in rehab, and it has been claimed the troubled star received $2 million and the eight-episode series - which chronicles her attempts to relaunch her career and battle to stay sober - in return for the televised chat.