Olivia Wilde Shows Support for Harry Styles at His Las Vegas Concert

Sources previously told PEOPLE that the pair's friendship "quickly turned romantic" on set of their film Don't Worry Darling

Harry Styles performs onstage during the tour opener for Love On Tour at MGM Grand Garden Arena on September 04, 2021 in Las Vegas, Nevada.

Harry Styles performs onstage during the tour opener for Love On Tour at MGM Grand Garden Arena on September 04, 2021 in Las Vegas, Nevada.

The Don't Worry Darling director, 37, appeared to be having a good time at the "Watermelon Sugar" singer's concert on Saturday as he kicked off his Love on Tour show in Las Vegas, a concertgoer told E! News.

"She was so happy and dancing all night!" the eyewitness told the outlet. "It was very cute. She was singing along to almost every song and having a good time with the people she was with."

Rumors of a romance between the pair began in early 2021 as they worked together on Don't Worry Darling in Los Angeles. A source told PEOPLE in January that the couple had "dated for a few weeks" after they were spotted holding hands at a wedding.

RELATED: Olivia Wilde Is 'Very Happy' with Harry Styles, Source Says: 'They Spend All Their Time Together'

In February, a source told PEOPLE that the two appeared to be "very serious" and would "spend all their time together" while shooting the film. They also said Wilde seemed "very happy with Harry."

Sources also previously said Wilde struck up a close friendship with the One Direction alum, 27, last fall. As they spent time together on and off set, their friendship "quickly turned romantic," said an insider, who added: "Their chemistry was very obvious."

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"Everyone saw it coming," the source added. "During breaks, he's hasn't been able to stay away and visited her trailer."

The two have been spotted together multiple times over the last few months, though neither has confirmed their relationship to the public.

"[Costume designer Arianne Phillips] and I did a little victory dance when we heard that we officially had Harry in the film, because we knew that he has a real appreciation for fashion and style," she said of her and Phillips' reaction. "And this movie is incredibly stylistic. It's very heightened and opulent, and I'm really grateful that he is so enthusiastic about that element of the process — some actors just don't care."

"To me, he's very modern," said Wilde of Styles, "and I hope that this brand of confidence as a male that Harry has — truly devoid of any traces of toxic masculinity — is indicative of his generation and therefore the future of the world. I think he is in many ways championing that, spearheading that. It's pretty powerful and kind of extraordinary to see someone in his position redefining what it can mean to be a man with confidence."