New York: Always been in denial, actress Scarlett Johansson and Sean Penn opted the Correspondents dinner after-party at the White House to go public with their romance.

The 26-year-old actress, wearing an Elie Saab cocktail dress and newly auburn hair, was seen leaving the bash in Washington DC holding hands with Penn, a magazine reported.

The 'Vicky Cristina Barcelona' star started the evening off with her brother, Hunter Johansson, but left the annual event with the Sean Penn at 2:30 am.

There has been a lot of speculations about their relationship ever since rumours first surfaced that the two actors were more than just friends.

Johansson split with actor Ryan Reynolds last year after two-years of marriage while Penn has two failed marriages behind him. He was married to pop star Madonna for five years and later to 'Forest Gump' actress Robin Wright for 15 years.