Russell, 37, who announced earlier this month that she and her husband Shane Deary have split after seven years of marriage, was spotted with Ryhs, who is her on-screen husband on the hit FX show, reported the New York Post.
"Seeing the way they are together I could have sworn they were a couple. They were so touchy-feely, drinking and laughing," a source said.
Russell, and Rhys, 39, are currently in New York filming Season 2 of 'The Americans', in which they star as Soviet KGB agents posing as a married couple.