And as she attended the Baby2Baby Gala in California on Saturday night, Jenna was asked how she's feeling now news of the fledgling relationship is out there.
"I don't talk about my personal life, but thank you! I am very happy," she replied to Us Weekly.
In a separate chat with U.S. TV show "Extra" on the red carpet at the event, the reporter asked Jenna how she's doing, to which the actress smiled: "Really good. I'm happy - I'm great."
Jenna also opened up about recently celebrating Halloween with her five-year-old daughter Everly, admitting the trick or treat outing didn't quite go to plan.
"When your five-year-old goes, 'Um, I have to go to the bathroom...' I was the girl, like, that went, 'Hi, this is really uncomfortable, but is it okay if my daughter uses your bathroom?'" Jenna laughed. "They were really nice. That's when you are like, 'There are good people in the world'."
Jenna's new romance with Steve comes amid reports that Channing is dating British singer Jessie J. The speculation was furthered over the weekend when Jessie was spotted at the London launch of his "Magic Mike" Live show on Saturday night, and later took to her Instagram Story to post a photo from the show and urge followers to check it out.
"Magic Mike London Opening night," she wrote. "Congratulations @channingtatum what a show... Ladies and Gentlemen you don't want to miss this."