According to People, the couple, who began dating this summer, have spent the festive holiday in Los Angeles with Cooper's parents Gloria and Charlie.
The pair were spotted holiday shopping together earlier this week. A few days later, Zellweger was seen picking up last-minute gifts with Gloria on Christmas Eve in Santa Monica.
A source said: "Renée seems to get along really well with Bradley's parents. Bradley's mum is Italian-American and it was obvious that Renée was making an effort to impress Bradley's mum with Christmas dishes.
"Renée was in a great mood and seemed very happy."