The Star said Friday that while Romo is rumored to have cheated on the "Do You Know" star this month, Simpson showed no signs of emotional distress while performing in Charlottesville, Va.
Simpson, 28, even dedicated her song "You're My Sunday" during the John Paul Jones Arena performance Thursday to the Dallas Cowboys quarterback.
"I wrote this next song for a very special man in my life," Simpson told the attending crowd. "He definitely has changed me and inspires me everyday."
The Star exclusively reported in its Feb. 9 issue that Romo cheated on Simpson with an unidentified brunette woman during a Jan. 16 party he threw at her home.
Meanwhile, Simpson's pop star sister, Ashlee Simpson-Wentz, has spoken out about recent reports regarding Simpson's recent weight gain, USA Today reported.
"I am completely disgusted by the headlines concerning my sister's weight," Simpson-Wentz said in a blog Tuesday.