She wore her blonde a hair down and applied full make-up as she left her workout session in a sweat
The pair reportedly had an affair back in 2011 after they met on The Celebrity Apprentice together.
O'Day claimed that she has proof that they had a sexual encounter but that it did not result in his divorce from his wife Vanessa.
It was reported that he called off the relationship after his father President Donald Trump told him to concentrate on his marriage.
RadarOnline.com reported recently how Trump Jr. and Vanessa – who share five children – are heading for a divorce.
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