And this Sunday, the unlikely duo were spotted looking very close as they took a stroll together in New York.
It appears their dinner date must have gone rather well, as the pair looked very comfortable with each other as they enjoyed an afternoon walk in the East Village.
Russell looked his usual eclectic self for the date in an outfit consisting of low-slung distressed jeans, which he paired with a sleeveless top that showed off the several tattoos adorning his yoga toned arms.
The curly-haired comedian wore a blue scarf printed with white stars around his neck and carried a jacket in one arm, leaving the other arm free to cuddle Jemima
.Meanwhile, the 39-year-old socialite and heiress looked casual yet chic in a pair of fitted blue jeans teamed with a crisp white shirt.
It is unknown what the exact nature of Russell and Jemima's relationship is, but the ex-husband of Katy Perry seemed transfixed by elegant Jemima and wasn't afraid to put his arms around her as they enjoyed what looked to be an intense conversation.