Keri Russell enjoyed a romantic date with Matthew Rhys last week.

The 38-year-old actress, who announced her split from husband Shane Deary after almost seven years of marriage in December, was spotted stroking her The Americans co-star's hair as they watched the Steven Soderbergh-directed play The Library in New York City on Thursday night.

A source told PEOPLE.com that the duo, who have been the subject of secret relationship rumours for months, are definitely dating. An eyewitness also said they were very affectionate and held hands during the performance, before leaving the theatre together.

Speculation first began swirling in January that the former Felicity star, who has son River, six, and daughter Willa, two, with her estranged husband, was dating Matthew after they were spotted furniture shopping together in Brooklyn Heights.

The 39-year-old actor admitted last month that he didn't mind being linked to Keri, saying, "That's the best [rumor] I love."

The brunette beauty announced her split from building contractor Shane before Christmas but a source previously revealed they separated last summer. A spokesperson for the actress insisted at the time that their split was amicable and she planned to "focus on their children."