The young celebrities were seen at Mammoth Lakes, California. Reality TV star Kendall opted for the snowboard, where as Styles, 19, chose a pair of skis, reported E! online.
A handful of friends accompanied the pair as they made their way down the snowy mountain while they wore matching black heavy coats.
Rumours began to circulate that Styles and Jenner were an item when they were photographed leaving Craig's Restaurant in Hollywood back in November last year.
Thing heated up once again when, only two weeks later Styles was spotted leaving the Gansevoort hotel in New York City with Kendall by his side.