In his theory of Relativity, Einstein predicted wormholes using maths. Let me explain. The only way you'd be able to know if there was a wormhole is by its effect on light passing nearby. Other than that, wormholes are basically invisible.
Using Relativity, Einstein was able to predict the effect of light and also predicted that every black hole was paired with a white hole. These two holes would exist in separate space and time but would bridge each other.
Kind of like a wormhole.
So what we're saying is that black holes could potentially just be one side of a wormhole. Because of the density of a black hole, anything that enters is automatically crushed. So we have no way of validating this theory yet. However, the maths behind it stands up and is what Einstein created to predict wormholes.