The model, who looked stylish in a fluffy white fur coat, held the former One Direction star’s hand as they stepped out in New York on Wednesday.
The singer had earlier thanked fans for their support after the hashtag #ZaynStayStrong began trending on Twitter when news broke of his elderly relatives passing.
He tweeted: ‘Thank you for your support and love.. My grandma was a beautiful person and will be missed dearly.’
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Supportive: Gigi Hadid and Zayn Malik held hands on Wednesday in New York City following the news his grandmother had died
The hashtag trended after an account, believed to belong to Zayn’s younger sister Waliyha Azad, posted a tribute to their late grandmother.
Alongside a picture of her late grandparents with her mother, it read: ‘RIP to my grandma. I love you more than anything in the world my angel. It was so hard to see you struggle the way you have been but I know you’re in a better place now with my grandad. He’ll be so happy to see you after so many years.’
The 22-year-old singer is famously very close to his family and admitted he always had huge phone bills when on tour because of his frequent calls home.
On the go: The couple ducked their heads as they headed outside of their hotel
She’s ripped! Completing the look were a pair of tattered white jeans and grey trainers
He previously said: ‘I’m always on the phone to my mum, aunties and sisters. I have a big phone bill cos I’m silly when it comes to my mobile.’
Meanwhile, Zayn and Gig’s romance has gone from strength to strength in recent weeks.
And they were even spotted checking out apartments together in NYC on Monday,Us Weekly reported.
However, a source revealed to E! that the couple do not actually intend to move in with each other.
Flashing a smile: The model wore a chic white outfit and Yeezy sneakers
Off they go: The couple were attached at the hip as they made their exit from the hotel
On Wednesday, Gigi clearly wanted to perfect her look for her day out with her new beau as she rocked a luxe ensemble, laden with soft fabrics.
Looking heaven sent in her fluffy white number, the model also donned a pair of white ripped skinnies that hugged her long legs to maximal effect.
Completing the look was a cream white sweater, circular sunglasses, and a pair of grey trainers for total comfort.
All eyes on her: Hadid parted crowds as she headed through downtown New York
Gigi strolled close to her boyfriend as they faced the frigid New York cold together.
Zayn donned a black shirt and matching trousers for the occasion.
Zayn and Gigi took their romance public in November last year when they were pictured holding hands after a night out.
He was previously engaged to Little Mix star Perrie Edwards, while Gigi split up with Joe Jonas a matter of weeks before she started dating Zayn.