A source tells the new Us Weekly -- on stands Friday -- that Wilde, 27, and Sudeikis, 36, haven't been shy about their new romance. The SNL funny-man brought Wilde to the show's afterparty at NYC's Loi on Dec. 4. "They walked in holding hands," says a source.
"She's come to the [SNL] studio at Rockefeller Center, and they've gone out to dinner after rehearsals," adds an insider.
Wilde, whose divorce with Tao Ruspoli was finalized in October, has also been romantically linked to Bradley Cooper, Ryan Gosling and Ryan Reynolds.
Sudeikis dated Mad Men's January Jones for six months before the duo split in January 2011. He was previously married to actress and 30 Rock writer Kay Cannon.
For more on Olivia and Jason's romance, check out the new Us Weekly, on stands Friday.