The 35-year-old Big Bang Theory star was spotted holding hands with Davidson on the streets in New York over the weekend as fans continue to wonder if their romance continued as the cameras stopped rolling.
Cuoco appeared unfazed and happy to be in someone else's arms just one day after she pulled the plug on her three-year marriage.
The actress and Davidson looked like the perfect pair, smiling and embracing in front of cameras on Saturday.
Cuoco's sighting with the Saturday Night Live star marks the first time anyone has seen her since the breakup with Karl.
The on-screen couple has been spending a lot of time together while filming their romantic comedy, Meet Cue, and haven't been shy to show their friendship on social media, which has continued to make the rumor mill swirl.
Wearing her signature yellow and white checkered dress, Cuoco showed a brave face as onlookers watched her film with Davidson.
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Cuoco filed for divorce on Friday but not before announcing their separation.
"Despite a deep love and respect for one another, we have realized that our current paths have taken us in opposite directions," they said in a joint statement to PEOPLE. "We have both shared so much of our journey publicly so while we would prefer to keep this aspect of our personal life private, we wanted to be forthcoming in our truth together. There is no anger or animosity, quite the contrary."
Ending their announcement, they added, "We have made this decision together through an immense amount of respect and consideration for one another and request that you do the same in understanding that we will not be sharing any additional details or commenting further."
Cuoco said "I do" to Karl on June 30, 2018, but this wasn't her first marriage.
Before tying the knot with Karl, she was married to professional tennis player Ryan Sweeting. They divorced in 2016 after just 21 months of marriage.
Cuoco must have learned her lesson because she reportedly had Karl sign an iron-clad prenup before they walked down the aisle.