The 26-year-old actress and actor Penn, 50, began dating after Scarlett filed for divorce from her husband of two years, Ryan Reynolds, in December.
The unlikely couple flaunted their relationship when they went to Cabo San Lucas for a trip and attended the White House Correspondents' Dinner party in Washington D.C. together in April.
Rumours of their break-up began circulating when Johansson didn't attend the Cannes Film Festival recently, where Sean premiered his film, The Tree of Life.
The reason for their split isn't known, People.com reports.