"I am very happy. I will say that," the 38-year-old actress told Extra on the red carpet. "I'm very happy. I'm not very good at talking about my private life, but we are very happy, yes."
Theron and Penn, 53, first fueled rumors that they took their friendship to the next level when they were photographed spending the holidays together in Hawaii back in January. Although the couple have kept tight-lipped about their relationship for the most part, they haven't felt the need to pull back on their PDA.
During Theron's premiere, the mom to son Jackson, 2, brought Penn as her plus one—and attended costar Seth MacFarlane's private afterparty together. "They were very touchy feely and sweet," a source told Us of the pair getting cozy. "She was caressing his back as they chatted closely."
Theron looked glamorous for her big night, as she wore a black lace knee-length Dior dress and accessorized with matching heels. However, before heading home, she slid them off and walked out barefoot.
"They left on the early side," the source added to Us. "Sean held her hand and walked her to the car."