The 37-year-old donned a light blue suit to see the 27-year-old perform at the MGM Garden Arena on Saturday, September 4.
Fans couldn't contain their excitement when they saw the Booksmart director enter the arena with the "Watermelon Sugar" singer's manager Jeff Azoff, Us Weekly reported.
"She was so happy and dancing all night!" a concertgoer told E! News. "It was very cute. She was singing along to almost every song...and having a good time with the people she was with."
The source also said that the One Direction alum was back in his element at the show. "The energy in the room was electric!" the source gushed. "You could tell how much he missed being on stage. It was one of the best shows I've ever been to!"
"He [Styles] slipped and fell for a second," the source revealed. "He recovered and then sprayed the crowd with water."
The show was the first performance of the "Kiwi" singer's "Love On Tour."
The pair hit it off when they met on the set of Don’t Worry Darling last year. They were first linked after Wilde and long-time fiancé, Jason Sudeikis, announced that they had called off their engagement.
The concert sighting comes weeks after a source told OK! that the couple was "starting to realize that they don't have much in common, and a lot of it's because of their age gap." "They like different music and food, and their style is opposite too," the source said.
An insider previously told OK! that Styles "started out playing this romance fairly cool, but things have completely changed." "It’s gotten to the point where he follows Olivia everywhere he can and barely has any interest in seeing anyone else," the source said.
"Harry assumed he’d be calling the shots, especially since it was Olivia who was doing the chasing at first. But he’s turned into her little puppy dog," the source explained and said it's only a matter of time before Wilde grows bored of him.
"If that happens, she’s going to break Harry’s heart!" the source noted.