Lena Headey beams as she leaves the gym with her beau Marc Menchaca and their puppy

Lena Headey looked blissful as she exited a private gym with her rumored new beau,  Marc Menchaca, who has starred as Russ Langmore on Ozark since 2017. 

After the 47-year-old Game of Thrones actress worked up a sweat on Sunday, she could be seen holding the leash of her adorable puppy and a cozy blue blanket. 

With clouds drift over Los Angeles and the first major storm of the season quickly approaching, she stayed warm in a long sleeve t-shirt, a warm beanie and sneakers. 

All smiles: Lena Headey appeared happier than ever as she exited a private gym with her new boyfriend, Marc Menchaca, who has starred as Russ Langmore on Ozark since 2017

While Headey also appeared to be wearing a pair of red pajama bottoms, her man, sported a black baseball cap, workout pants and a t-shirt, which read: ‘Detroit Rock City.’ 

The Outsider star, 45, was glued to his phone, as he trailed Headey, who was glowing as she rocked a fresh-faced look with virtually no makeup. 

The duo have been seen together a number of times since November, amid reports she is moving to LA after leaving the UK following her split from Dan Cadan, who she was married to from 2018 to 2019 and shares her five-year-old daughter Teddy. 

Casual: Headey also appeared to be wearing red pajama bottoms, whereas her man sported a black baseball cap, matching workout pants and a t-shirt, which read: ‘Detroit Rock City’

Bundled up: With clouds drift over Los Angeles and the first major storm of the season quickly approaching, she stayed warm in a long sleeve t-shirt, a warm beanie and sneakers

A source recently told The Sun: ‘Lena now sees herself living in the States for the foreseeable future.’

‘It’s where the parts are for her and she’s got a blossoming relationship with Marc so she sees no point in her living in the UK,’ the insider noted. 

‘Dan is still pretty cut up about the break-up and is worried about how often he’ll see his little girl as she plans to take him with her when she moves from London.’ 

Iconic: Lena is best known for playing Cersei Lannister, (pictured) on Game Of Thrones

The reported romance with Mark comes a year after she split from Cadan, 45, who she was friends with for several years before they started dating.  

Lena was previously married to Irish musician Peter Loughran in May 2007, but they split in 2011 – they are parents to son Wylie, 10.  

The actress was then in a relationship with her Game of Thrones co-star Jerome Flynn, but they split in 2014 – later denying reports things had turned acrimonious.  

Role: Marc is best known for playing Russ Langmore in Ozark (pictured in a still from the Netflix series)