She announced her split from fiancé Brian Mc Fadden less than two months ago.
Nick also sported a content smile, and didn't bother releasing Delta's hand when the pair were spotted by photographers.
The singer, who now has his own band Nick Jonas & The Administration, tweeted today, 'I feel so blessed.
Had a great weekend.'The Jonas Brothers famously wear purity rings to symbolise their 'promise to God to stay pure until marriage' - Nick used to wear his on his left hand but has moved it to a chain around his neck.
The pair have been spending a lot of time together in Los Angeles working on tracks for Delta's upcoming album.
On March 5, three weeks before she announced her split from long-time love Brian, the singer tweeted a picture of the pair with their arms around each other in the studio with Jonas Brothers bass guitarist Greg Garbowsky.'Loved creating with the incredibly talented @nickjonas and @greggarbo,' the Born To Try singer wrote.
Delta and Brian struck up a romance after recording their duet Almost Here in 2004.
In the cover sleeve of her album Delta in 2007, she wrote: 'You made me believe again in life, love, music, and to be the best person and therefore the best artist I can be.
'Every dream I have, we're standing side by side, we laugh, we sing, we cry.'But the former Neighbours star and Mc Fadden issued a joint statement on April 1 announcing they had ended their four-year engagement.
They said: ‘This decision has been made with a lot of soul searching from both parties with the realisation that they have grown apart.'Mc Fadden later took to his Twitter page, writing: ‘I love Delta and always will. I thank her for giving me the best years of my life.
Please give us time x.’ Mc Fadden drowned his sorrows over the split during a raucous night out in Dublin a fortnight later with Calum Best and a slew of scantily-clad women.
Before meeting Brian Delta dated tennis player Mark Mark Philippoussis.