According to E! Online, the 34-year-old singer reportedly had his arms around Perry while they enjoyed acts like Purity Ring, Sleigh Bells and M83, the New York Post reported.
While the low-key couple have remained tight lipped on the status of their relationship, fan photos can confirm that they were indeed enjoying the concert together.
Mumbai Roundup: 9 incidents that took place this week
Photos: Ajay Devgn, Parineeti, Tabu at 'Golmaal Again' trailer launch
Photos: Dipika Pallikal Karthik oozes oomph in bikinis and sarees
Photos: Kareena Kapoor Khan's grand birthday bash
Photos: 'Dangal' girls Sanya Malhotra, Fatima Sana Shaikh's dinner outing