I lied to my friends about having a girlfriend.
Why would you lie about that?
My friends like to keep in touch with me through dating sites, I don't want them to know I'm still single.
It is wrong to lie to others about any subject. If you are ashamed of being single and aren't ready to actively try to get a girlfriend, just be honest about it. That would be preferable to lying.
Telling people about my status makes them uncomfortable with my life and I need to get over it.
But if your friends think that you have a girlfriend, yet never see her, they might feel uncomfortable about that as well, like, perhaps you are keeping her away from them.  You have nothing to lose by being honest to your friends, so just tell them.