The club shared an adorable photo of the duo snuggling up to each other as they laughed in the upper mezzanine.
"Date night at the Laugh Factory with The Weeknd and Selena Gomez", the comedy club captioned the snap on Instagram.
Williams took to Facebook to share a brief clip in which she's posed next to the singer, writing, 'Me and Selena Gomez. she said I was amusing'.
The evening's lineup included Jonathan Kite of 2 Broke Girls fame, among others - most of whom Selena indulged in selfies after the show.
The Bad Liar beauty, 25, and the 27-year-old Toronto native, whose real name is Abel Tesfaye, were featured on the comedy club's social media as they sat in the venue's upper level, chuckling at the performers on the stage. The two packed on the PDA for the cameras, cuddling and kissing on the Met stairs before entering the event. The couple has been unafraid when it comes to packing on the PDA while out in public, while making major red carpet appearances together or posting for Instagram. However, they still managed to clear their schedules for some quality time and this time, they chose to laugh the tiredness and stress away by spending time together at the Laugh Factory. "It's too much pressure, and I think everyone gets over everything eventually... I just want to be happy".