Okay, here is my situation.
A friend of mine showed me a conversation he had with a female friend via text. There was one particular bit that really got my attention.
She said to him that she thinks I like another female friend of ours.
Seeing that shocked me because she is right, but I haven't told anyone, and I don't really show that I like her.
Should I ask her why she thinks I like her friend, or should I approach this another way?

Well, it ended up that she confronted me.
I asked my friend to text her asking why she thinks I like our other friend.
She told me later on that she doesn't know why she thinks that, and she can just tell.
However, she doesn't actually know that she is right.