The Ghost Rider actress and Horrible Bosses actor were spotted sharing a double date with Jason Bateman and his wife in New York on Friday, reports Life & Style.
"When Eva wanted a cigarette, they all went outside for a smoke break and the Saturday Night Live funnyman was overheard saying, 'We're a great team,'" a source told the publication.
The pair were also said to have been seen holding hands at a benefit for 24 Hour Plays in Santa Monica last week.
Sudeikis previously dated Mad Men star January Jones, though the couple split in January after 7 months of dating.
Mendes has vowed that she will never tie the knot and has previously described marriage as unnecessary and impersonal.
The actress, whose next movie See If I Care is due out later this year, was granted a restraining order last week against a man who has been accused of stalking her for almost three years.