The couple, who have been romantically linked since last August, have finally confirmed that they are dating.
The news comes after they went public with their relationship recently at Cannes Film Festival, as they promoted Allen's new flick.
But the legendary film director says he was completely unaware of any chemistry between the pair during filming – unlike the sparks that flew between Javier Bardem and Penélope Cruz on the set of Vicky Cristina Barcelona.
Allen told People.com: 'I didn't see it coming. I could notice it a little with Penélope Cruz and Javier Bardem. They were kind of chummy. But I didn't see it coming here… and they did not ask my permission.'