The duo first hit up Sabra Hummus kick-off party, reported Ace Showbiz.
"(Margot and Alexander) came separately but left together in a big group. Alex told the girl at the door he was coming to see his 'friend'. They asked who his friend was and he said Margot Robbie... He came to see her," a source said.
Margot and Alexander star together in upcoming movie 'Tarzan' along with Christoph Waltz, Djimon Hounsou and Samuel L Jackson. Directed by David Yates, the action adventure flick is set to hit theaters on July 1, 2016.