You mean your W-4 which you give to your employer listing the number of allowances you are claiming for tax withholding from your wages. The W-4 status and the filing status on your tax return are not related. On your tax return just file with the proper status, Married Filing Jointly, since you are legally married.
The Single status on a W-4 would mean your taxes are withheld at the higher single rate versus the Married rate.
