McAdams, 35, and Gyllenhaal, 33, are filming 'Southpaw' in Pittsburgh, Pennsylvania and were snapped having meal together at a local eatery called Meat And Potatoes, reported Radar online.
McAdams previously datied Michael Sheen. She had a long term romance with her 'The Notebook' co-star Ryan Gosling.
Meanwhile, Gyllenhaal's high-profile relationships include Kirsten Dunst, Reese Witherspoon, Taylor Swift, Alyssa Miller and Natalie Portman.