The supermodel took to Instagram to post a candid picture of the pair cuddling up with a tabby cat, with Zayn kissing Gigi's cheek.
But it appears to be a bittersweet moment for Gigi, as she explained in the caption. ":( we love you always chub," she wrote alongside a cat and angel emoji.
Gigi has given fans glimpses of her relationship with Zayn since they began dating late last year.
In February, she shared a sweet snap of Zayn as they celebrated their first Valentine's Day together.
The Victoria's Secret model shared a black-and-white photo of her Valentine and simply captioned it with a love heart emoji, melting the hearts of their super fans across the world.
Zayn has stayed quiet about their romance, but when his video for new single Pillowtalk was released, which showed the pair getting very close, fans were quick to pick up on the steamy display of affection between the two.
After admitting he was "blown away" by the reception his new single had received from fans, Zayn turned his attention to Gigi, asking her on Twitter: "@GigiHadid you seen the video babe? Someones Looking ."
Gigi soon replied: " @zaynmalik nah musta missed it Jokes.. I wasn't looking at myself, trust me ."