The handsome pair posed arm-in-arm at a screening in London on Wednesday night.
Society beauty Jemima smiled shyly with her arm wrapped around Russell's waist, while the comedian was equally affectionate, holding her close as they showed a united front at the screening of new documentary Unmanned: America's Drone Wars.
Jemima, 39, was chic yet casual in tight-fitting black leather trousers with a loose grey t-shirt, while her companion wore skinny black jeans, a black and white patterned shirt open at the chest and a printed black blazer.
The pair's public outing comes days after Katy Perry’s ex-husband confirmed that he is in a relationship. He told HuffPostUK on Monday: "I'm in a relationship at the moment,” adding later, "I'm off to see my girlfriend."
Jemima also recently posted a shot of Russell with her dog on her Twitter account.
In the snap Russell can be seen standing with an umbrella before a wall bearing a spray-painted version of his face. Alongside the photo Jemima wrote: "Brandalism! Brian’s the first convert."
Jemima's white fluffy pet Brian made his Twitter debut last month when Russell, 38, posted a picture of the two.
"On me way to Plymouth with a dog that looks like a Nazi mascot #MessiahComplex," he tweeted.
The pair are said to have met two years ago when 39-year-old Jemima commissioned him to write an article for New Statesman, of which she is associate editor.
Russell has been yet to find lasting love since his 2011 divorce from Katy Perry, which ended their 14-month marriage while Jemima famously dated Hugh Grant after her 2004 divorce from cricketer Imran Khan.