John Mulaney and Olivia Munn Hold Hands in NYC Ahead of His Standup Show

Felipe Ramales/SplashNews.com

John Mulaney and Olivia Munn are walking into the weekend!

The couple was photographed holding hands in New York City Thursday, headed to Madison Square Garden. The comedian, 39, is currently on the road for his From Scratch standup tour, with two more shows set for this weekend at the iconic Manhattan venue.

The Love Wedding Repeat star, 41, kept it casual in a tan blazer jacket, white tee and slim-fit black pants, which she accessorized with delicate gold necklaces, sunglasses and a black purse. Also shielding his eyes with shades, Mulaney wore a dark blue sweater and jacket paired with khaki pants and a backpack.

Munn isn't the only special someone accompanying the Saturday Night Live alum on tour. While appearing on Late Night with Seth Meyers Wednesday, Mulaney revealed that his 6-month-old son Malcolm, whom he shares with Munn, enjoys traveling and and is a "great roadie."

"Malcolm loves being on tour. He loved Saratoga Springs. He loved the Westin in Buffalo," he joked.

RELATED: John Mulaney Says Son Malcolm Is a 'Great Roadie' On Tour With Dad

The proud dad later detailed how he celebrated his first Father's Day, calling the special occasion a "beautiful affair."

"He got me a plethora of gifts," Mulaney explained. "I woke up, and I had breakfast with him. And his new thing is when I turn the phone on and it's in selfie mode and I put it on video, he grabs it and slowly brings the camera into his mouth. So, all his films have the same twist ending."

On Sunday, Munn documented their Father's Day festivities with some adorable photos on Instagram featuring father and son.

Olivia Munn/Instagram

"Happy Father's day to Malcolm's assistant," she wrote on an Instagram Story of the pair, the baby wearing dark sunglasses and sound-canceling headphones.

RELATED: John Mulaney Celebrates His First Father's Day With Son Malcolm and Girlfriend Olivia Munn

Last month, little Malcolm turned 6 months old and received a special tribute from Munn on Instagram.

Alongside a smiley snapshot of mother and son lounging on a blanket outdoors, the actress wrote, "6 months ago today Malcolm made me his mama. 🥺🤍."

"It's so much fun getting to know him," she continued. The proud mom went on to share that Malcolm "loves meeting people" and "loves his best friend Penny and thinks she's hysterical."

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"He wakes up from every nap with a huge smile and giggle, he LOVES when we read him books," the X-Men: Apocalypse star continued. "He lets out a squeal and kicks his legs whenever his daddy comes home, I can't stress enough how much he loves bathtime and he loves being outside and looking at the trees and the sky."

Munn concluded her sweet post, "I love you so much Malcolm Hiệp. Happy 6 months being earthside with us. You lit up our whole world."

An insider previously told PEOPLE that the Newsroom alum and Mulaney welcomed Malcolm on Nov. 24, 2021. The pair first introduced their son to the world on Christmas Eve, with adorable photos of him inside a cozy blanket while sleeping.