Showbiz
Rex Features
The Little Britain comic was spotted enjoying a meal with Budd, who he was also seen holidaying with in Barbados and Miami earlier this month.
The Daily Mail reports that the pair ate with another couple on Thursday before leaving hand in hand to go clubbing.
A source said: "The four were sitting at a table together, and David made it clear that they didn't want to be disturbed. People kept trying to talk to him, but he politely turned them away."
Walliams, 37, has previously been linked to Geri Halliwell, Lisa Snowdon and Abi Titmuss.
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