The Girls creator, who is dating the band's guitarist Jack Antonoff, supported her man at the Boston Calling Music Festival on Saturday.
Braving the cold weather in a hoodie and heavy jacket, Dunham was "definitely smiling" as she and a few friends sang along to the band's set, an onlooker tells PEOPLE.
"As Jack walked offstage they were hand in hand, hugging each other, and they headed offstage straight to the band’s trailer before heading out of town," the source adds.
Dunham shared a photo of herself in the photographers' pit on Instagram, writing "Dear Boston, you were the best Fun. audience I've been in yet. You are lovely, Boston. And loud. Love, the creep in the white hoodie."
Nate Ruess, the band's lead singer, delivered an emotional performance, telling the audience "this is the biggest crowd I've ever seen" and "this is the best night of my life."
– Megan Johnson