The Tottenham Hotspur footballer swiftly caught a train to the venue after his team lost to Everton on Saturday evening, The Sun reports.
According to a source, the pair "met up in the VIP area" following the former X Factor star's performance.
Meanwhile, another report alleges that Defoe was invited to a Burke family bowling get-together earlier this week.
"He fitted straight in and enjoyed it," an insider claimed. "He loves bowling and couldn't resist showing off and getting a high score."
Defoe, also an England international, tweeted yesterday: "Everyone go out & buy my girl's new single! Out TODAY!"
They were first linked earlier this month, having reportedly been spotted on their first public date at the Landmark Hotel in North London.
Neither party has yet confirmed that they are in a relationship.
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