The pair were spotted staying close on a walk in New York City on Monday, the day after the closing of his latest Broadway appearance in the play Sea Wall/A Life.
Gyllenhaal, 38, and Cadieu, 23, strolled arm-in-arm and later shared a hug as they walked around the city.
The two were first linked in late 2018 when they were spotted on a walk in New York City. They were later seen sticking close a few days after Christmas during a chilly walk in Paris.
While Gyllenhaal may be an Oscar-nominated actor and a Broadway star, he previously told PEOPLE he looks forward to playing the role of a father in the near future.
“I want to continue becoming more of an adult than I already am,” he said in 2017. “Hopefully with a family of my own.”
Gyllenhaal is already an uncle to two girls, whose mother is his older sister Maggie Gyllenhaal.
“My sister has raised two beautiful daughters. They are the most amazing girls,” he said. “It’s fun to send them home with a lot of candy because it was almost like, ‘Enjoy it, Mags!’ A little payback for being the sister who made me perform weird shows at our parents’ dinner parties.”