Halsey posted the photo on Sunday which features the singer and actor wearing Halloween costumes.
Halsey dressed up as rockstar Marilyn Manson while Peters dressed up as a fan of the Insane Clown Posse, also known as a Juggalo.
"Resident goths," Halsey captioned the image.
The couple also made their red carpet debut on Saturday as they visited the American Horror Story party to celebrate 100 episodes in Hollywood.
Halsey and Peters dressed up as Sonny and Cher for the event, wearing a matching polka-dotted outfit.
Halsey, 25, and Peters, 32, have been linked together for less than a month. Peters was previously engaged to actress Emma Roberts before their split in March and Halsey was previously linked to British singer Yungblud.