The 38-year-old feels very lucky to be in a relationship with the Moretti, who previously dated Drew Barrymore for five years, reported Contactmusic.
"I am shyer than most people think. I will say that I'm happier than I've ever been and I feel very lucky right now. Where I am now. Who he is. Those are the two big ones," she said.
Wiig was spotted holding hands with Moretti as they attended her "Bridesmaids" co-star Ellie Kemper's wedding to Michael Koman in New York City, confirming that the duo were dating.