Together with Leonardo Di Caprio's close friend Lukas Haas and another blonde, the group appeared discreet as they made way into the restaurant.
The eyewitness described the two as "whispering into each other's ears." Later on, Rihanna and Leonardo Di Caprio were spotted making an exit -- with Leo making it ahead of Ri Ri.
"The Revenant" actor made the exit with a friend and a bunch of other clubgoers. However, the insider said that they kept the distance as they made the exit.
"She walked behind Leo and not close to him," the source told ET.
While they tried to appear low key, Leonardo Di Caprio was spotted at Wynn Tower Suites together with Rihanna and One Direction's Louis Tomlinson, who was also present at the lavish bash.
The star-studded fair included Kate Hudson, Vanessa Hudgens, Olivia Culp, Charlotte Mc Kinney, Ne-Yo, Karrueche Tran, Conrad and Michael B on the guest list.
It seems though that Rihanna is up against Roxy Horner, if she's after Leonardo Di Caprio's heart.
On April 24, Di Caprio was spotted with model Roxy Horner having dinner at Serendipity 3 in New York City, People reports.
It seems that Rihanna and Leonardo Di Caprio may have "found love in a hopless place" as they were spotted once more getting cozier at the grand opening of Intrigue Nightclub in Wynn Las Vegas.
However, the "Umbrella" singer may not be the only one that the "Titanic" star is rumored to be dating.