Diddy, 49, and Lori, 24, hugged and caressed each other while eating next to Steve, 62 and Marjorie, 54.
Diddy was first seen with the Harvey family one day before at a separate luncheon in Italy. Both he and Marjorie posted footage from it on their Instagram.
Lori was not seen in any of the footage he or Marjorie posted at that point.
Fans speculated about Lori and Steve dating after they were spotted getting cozy at a party in March 2019.
Rumors intensified about Diddy and Lori being a couple when they were spotted holding hands in NYC on Wednesday, July 24.
They were all smiles while enjoying a romantic stroll through The Big Apple.
Do you think Diddy and Lori are an item? Sound off in the comments!