The Coldplay frontman seemed to confirm his relationship with the 'Peaky Blinders' actress as the pair stopped their tango for a moment to plant a kiss on each other's lips as they shopped in the city of love.
An onlooker told the Daily Mirror newspaper: ''They couldn't keep their hands off each other.''
Rumours about the pair first surfaced when they were seen enjoying at intimate dinner date at Lucali in Brooklyn, New York in August.
A source said at the time: ''He has moved on quickly and has been seeing Annabelle Wallis for about a month.
''He visited her while she was filming in Vancouver and really likes her.''
Meanwhile, Chris' ex-wife Gwyneth Paltrow - who is dating Brad Falchuk - previously opened up about how the pair kept things friendly for the sake of their two children, Apple, 11, Moses, nine.
She said: ''I think, unfortunately, though we couldn't stay in a romantic relationship our values are very much around the importance of family and the importance of those relationships and I'm lucky that we're aligned in that way.
''And it's been hard, and we've gone through really difficult times with it but we've always said these children are our priority.''
Billie, Lil Nas X and Rihanna stole the show at the fashion event.
Having just celebrated the release of his debut EP, 'The Life and Death of MacKenzie Kane', Portuguese singer-songwriter Zé Pedro Viveiros, aka Zed...
Here's what you missed at this year's Video Music Awards.
Finally, after 11 Siouxsie and The Banshees albums and four Creatures albums, the inspirational and influential lead singer of both bands - Siouxsie...
Eleven Iron Maiden tracks inspired by classic works of literature.
From Halsey to Foo Fighters, these tracks tell a parent’s story with raw honesty.