The 28-year-old is said to have moved in with her comedian actor boyfriend, reported Us magazine.
"They are living together now and are totally inseparable," a source said.
The couple are happy with the relationship and are in no rush to wed, as they have both been married before.
'Saturday Night Live' star Sudeikis was previously married to actress and '30 Rock' writer Kay Cannon from 2004 to 2010.
Wilde divorced her husband of eight years Italian American filmmaker and musician Tao Ruspoli in September 2011.
"They've both been married, so they've already experienced that and know what it entails. It's something for down the road," the source added.