The 38-year-old comedian reportedly wanted to take the millionairess away from her usual showbiz trappings so they could properly get to know each other, reported Sun Online.
"He wanted to connect with Jemima without the showbiz trappings she's used to. There's a strong connection between them and they're attracted to each other, especially on an intellectual level.
"Russell loves East London because it's gritty and low-key - very different to Jemima's usual haunts around Chelsea," a source said.