The pair were photographed enjoying a lunch date at Cafe Gratitude, while also walking Gyllenhaal's dog Atticus.
Gyllenhaal and Jones reportedly met at a function in January, according to the Daily Mail, shortly after his split from Taylor Swift.
Jones has previously been engaged to Mark Ronson and Gyllenhaal's Brothers co-star Tobey Maguire.
She has also dated her former Office co-star John Krasinski and director Jon Favreau.
Gyllenhaal has also been romantically involved with Reese Witherspoon and Kirsten Dunst.
> Rashida Jones: 'I kissed a lot of girls for Our Idiot Brother'
Watch the trailer for Our Idiot Brother below: