The pair were out shopping together without the kids, however the nappies they bought are presumably for 11-month-old Henley, who Jimmy shares with his estranged wife.
Nadia and Jimmy also have another son, Aston, 3.
While Jimmy and Lauren were seen arriving at the chemist together, they quickly separated when they spotted a photographer.
Lauren tried to hide her face as they walked away, and they both retreated to Jimmy's car.
Speculation that Jimmy was dating Lauren reached fever pitch last month when the retired AFL player was spotted with the Melbourne socialite on more than one occasion.
Earlier this week, eagle-eyed fans of the former AFL player noticed that he started following Lauren on Instagram, leaving many convinced that the rumoured couple were planning to go public with their relationship.
And those rumours have now been confirmed.
Nadia has remained calm in public while navigating the split from her husband, despite the dramatic circumstances.
The 34-year-old fashion blogger recently revealed she has decided to keep Jimmy's last name and told The Sunday Telegraph that she won't revert back to her maiden name - Coppolino.
Although she says dealing with her marriage break down has been far from easy.
Ahead of her appearance on Channel Seven's The All New Monty: Ladies Night last month, the mum-of-two touched on the difficulties surrounding the break up.
"It's been a tough time personally for me recently, it's just so painful."