The duo made their red carpet debut at the Golden Globes Nominations celebration in January.
Gonzaga, 35, would later post a photo from that day with the caption, "Most partial to this talented nominee #goldenglobes."
Carrey, 57, was nominated for his role in "Kidding."
Carrey and Gonzaga first worked together on "I'm Dying Up Here," which Carrey produced and Gonzaga played a recurring role in. They would work together again on "Kidding," starring Carrey and Gonzaga again in a recurring role.
The actor was previously married to actress Melissa Womer from 1987 to 1995, per Us Weekly. He married his "Dumb and Dumber" co-star Lauren Holly in 1996 but they called it quits after one year of marriage.
Following a five-year relationship with Jenny McCarthy, Carrey dated makeup artist Cathriona White in 2012. She died in September 2015 from a prescription drug overdose, the outlet reported.
A rep for Carrey did not immediately respond to Fox News' request for comment.