The pair, who were first linked romantically last July, are calling it quits on their relationship, a source confirms to PEOPLE.
"They've been on and off for a few months and then the long distance kind of ended it," the source says. "But they could get back together. It was just hard to stay together with the distance."
Jones, who stars on Mad Men is based in Los Angeles, where AMC's hit period drama is filmed. Sudeikis is part of the ensemble cast that puts on NBC's Saturday Night Live, which films in New York City.