Styles, who just wrapped up his appearance on Saturday Night Live, went to Therapy for the bar's "Gays Gone Wild" night, sources said.
They "for sure looked like they were a couple. They had a blast," one witness told E! News.
The 19-year-old One Direction singer regularly visits Therapy, according to a Metro source, but decided to walk out when the bar started playing his hit, "What Makes You Beautiful" because he knew he'd be recognized.
But photographers did manage to snap photos of the rumored couple leaving Manhattan's Gansevoort Hotel together on Saturday morning. They reportedly left the elevator holding hands and exited the building to a mob of fans.