The 19-year-old singer hit it off with Brady at a BRIT Awards after-show party last month and the pair had agreed to go on a date at the weekend after Styles and his bandmates performed their show in Cardiff, Wales, reported Sun online.
"It was nothing personal, he just wants to keep things casual with Millie at the moment. He had messaged saying he would meet her, then he didn't show. Millie did feel a bit let down. I know she was very much looking forward to meeting him again. But it's not going to work out between them any time soon," a source said.
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