The duo was in high spirit as they strolled arm-in-arm through the city, reported People magazine.
Heard, 31, wore a red dress with Musk's suit jacket to keep warm. The stars were all smiles during their stroll, with both looking at each other as they chatted.
The two sparked dating rumours last year when they were spotted out together several times amid their respective divorces - Heard's contentious divorce from actor Johnny Depp was finalised in January and Musk filed for divorce from wife and Westworld actress Talulah Riley in January 2015.
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