Numerous media reports, however, have claimed that the Oscar-winning star was growing increasingly frustrated by Sam's friendship with Vicky Cristina Barcelona actress, Rebecca Hall.
According to the Daily Mail, 27-year-old Rebecca – daughter of theatre director and founder of the Royal Shakespeare Company, Peter Hall – became a shoulder to cry on for Sam as his six-year marriage came to an end.
The pair first met in 2006 while filming Starter For 10, and worked together again last summer when Sam cast London-born Rebecca in two productions in New York and the British capital through his theatre company.
The 44-year-old film maker is believed to have remained in the Big Apple following the split, while Kate has jetted to Mexico with her two children, Mia, nine, and Joe, six, and her close friend Emma Thompson.
One source close to Kate told the paper: "Rebecca is totally Sam's type – a thespian mix of brains and beauty."
But a friend of the director dismissed claims of a romance with the brunette talent, saying: "Sam and Rebecca are good friends, of course they are, they have been working together on the Bridge Project.
But to insinuate that there is anything further in the friendship is taking it too far."
Meanwhile, 34-year-old Kate is said to be being helped through her current marital troubles by her long-term friend, and co-star, Leonardo DiCaprio.
The Titanic stars - who teamed up again two years ago in Revolutionary Road, the drama directed by husband Sam - became close during the filming of the 1997 blockbuster and have remained pals.
"Leo and Kate have been like brother and sister since they starred in Titanic together. And since Kate's marriage started to go south, around the time they were filming Revolutionary Road, they've got closer again" a source told the Sun.
"Kate has always adored Leo and feels like she can tell him anything.
"They were so young when Titanic came out, they basically grew up together, professionally at least. They were thrust into stardom together and were the only people who knew what the other was going through. He has been a rock for her."