This marks the first public sighting of the couple since they attended Harry Styles's 21st birthday party in Los Angeles back on Jan. 31.
The Hunger Games actress, 24, and the Coldplay frontman, 37, were also spotted dining at Tavern On the Green in Central Park on Saturday before strolling through Strawberry Fields, according to Page Six.
The pair have kept busy in recent weeks, with Lawrence working on her latest film, Joy in Boston and Martin helping launch friend Jay Z's new music-streaming service, Tidal, earlier this week. The actress took a brief break from filming in March to promote Serena alongside frequent costar Bradley Cooper.
Despite the rare public sightings sources have previously told PEOPLE that they have been seeing each other in-person quietly while the Hunger Games star works in Boston.
"They see each other when they can, yet each continues to do their own thing," a Martin source said. "Both have full plates, and they like it that way." The source added that they are going strong.
A Lawrence source told PEOPLE that the pair "communicate daily."
Martin and Lawrence spent Valentine's Day on different coasts, with the Coldplay frontman spending the day with ex Gwyneth Paltrow and their children, Apple, 10, and Moses, 8, in Malibu and the actress continuing work in Boston.
Martin and Paltrow, who have remained friends throughout their "conscious uncoupling," recently spent spring break together, taking a trip to Puerto Vallarta, Mexico, earlier this week with their kids.
Reporting by LINDA MARX