The "7 Rings" singer told TMZ this week that the new rumored couple is "so cute" together.
Davidson, 25, and Beckinsale, 45, were photographed together holding hands in Los Angeles last weekend during Davidson's week off from Saturday Night Live.
Throughout the night, the comic and British actress were photographed together, and as they left the venue Davidson was performing at, they held hands with Davidson leading the way toward a black SUV and with Beckinsale covering her face with her free hand.
The two first sparked rumors in January at Netflix's Golden Globes afterparty. Davidson had recently admitted on social media that he felt suicidal, which many fans attributed to his breakup with ex-fiancée Grande. But at the Netflix party, he was spotted talking for a long time with Beckinsale.
A source told Page Six that the two had been "flirting all night and sipping Moët champagne" and even reportedly left together, although other reports dispute the latter fact.
Beckinsale, in true witty form, gave a non-response type of acknowledgement to the odd coupling when a fan commented on an Instagram photo of her mother. "Dear heavens, Kate. Not Pete Davidson," the Instagram user wrote.
"No, that's my mother. Easy mistake," Beckinsale quipped back.
Beyond that, neither Davidson nor Beckinsale has had much to say about the new romance. Davidson will be back on Saturday Night Live this weekend at 11:30 p.m. on NBC. In the past, he has joked about his relationship with Grande, so fans may catch some insight into that with Beckinsale.
Davidson's latest project, Big Time Adolescence, premiered at the Sundance Film Festival in Utah last week to rave reviews. Davidson stars as a "charismatic college dropout" who a suburban teenager played by Griffin Gluck comes to idolize — which turns problematic for everyone involved.
The Hollywood Reporter film critic John DeFore called the movie a "bittersweet look at taking one's idols off their pedestals," and Richard Lawson from Vanity Fair wrote, "It sings the most when Davidson is on-screen, shuffling around with his lanky gait, screwing things up with the best of intentions."
Next up, Davidson is set to star in a Judd Apatow-directed movie, the premise of which is being kept under wraps, but which THR reports will be a semi-autobiographical story for Davidson.