People sources caught the costars shopping around her Brooklyn Heights neighborhood shortly before Christmas.
"They looked very much like a couple," a source told the mag. "They were laughing and walking closely together."
Russell, 37, recently separated from her husband of six years, Shane Deary.
The pair were also spotted at lunch together at New York City's ABC Kitchen.
“Seeing the way they are together I could have sworn they were a couple," an eyewitness told the New York Post. "They were so touchy-feely, drinking and laughing.”
The Americans returns for a second season this February.
[People, New York Post]