Molzahn - who has remained coy on rumours of a romance in the past - reportedly told E! Online that it was their first public venture as "an actual couple".
"Tonight is our first night out as an actual couple. We were friends first and always, always a crush. And he's just one of the most genuine men I've ever met and he's very, very consistent," she said.
The college admissions officer - who previously described Locke as an "incredible guy" - also revealed that the pair had been out with Bachelorette couple Ali Fedotowsky and Roberto Martinez, and that the four were planning another double date.
Molzahn appeared alongside Fedotowsky on Jake Pavelka's season of The Bachelor, while Locke was a contestant on Jillian Harris's run of The Bachelorette.
Bachelor Pad continues next Monday at 8/7c on ABC.