The duo's friendly meal at Meat and Potatoes comes as the two are shooting their upcoming film, Southpaw in Pittsburgh.
The 35-year-old actress and the Prisoners actor, 33, star as Maureen Hope and Billy Hope in the film about "a boxer [who] fights his way to the top, only to find his life falling apart around him."
Eyewitnesses tell E! News that the actors really enjoyed their meals and that "they actually finished everything." Sources say that while McAdams and Gyllenhaal seemed to have enjoyed each other's company during the outing, it was not romantic.