The Brothers actress is said to be smitten with Benjamin Millepied - who is a member of the New York City Ballet - after meeting him last year when he choreographed her new movie Black Swan.
A source told the New York Post newspaper: "They've been dating since the fall, although she told friends that she hasn't gone public with it because she was waiting to see if things got serious."
Although she is said to be dating a ballerina, it seems his skills haven't rubbed off on Natalie.
She recently revealed she was a terrible dancer and was finding her role in Black Swan challenging because she hasn't retained the skills she learned as a child.
She said: "I'm in full ballet mode right now playing a ballerina in Black Swan. I danced until I was like 13, but I definitely remember being better than I am. I was like, 'Wow, I was pretty good as a kid.'
"Then I went into ballet class, and I was like, 'I'm not good at all. I really suck.' So it's been challenging."