The pair stuck together all night, holding hands and being affectionate. While the two say they're just friends, they're frequent travel and party companions – with Lohan, 21, joining Ronson for many of her deejay sets.
PHOTOS: See more pics of Lindsay & Samantha!
Mom Dina Lohan also recently talked to PEOPLE about Ronson, calling her "a sweetheart."
"She's great – and she's the best spinner around," Lohan tells PEOPLE. And while their daughters are pals, so is Dina and Ronson's mother, writer Ann Dexter-Jones: "I'm friends with her mom," Lohan says. "She's raised some extremely talented kids. It's a talented family."