While John Mulaney and Olivia Munn did not publicly address the nature of their relationship until Mulaney made his "Late Night" appearance, sources confirmed it throughout the summer. In June 2021, just one month after Mulaney and Tendler's divorce was confirmed, Munn and Mulaney were spotted laughing together on a lunch date at Rick's Drive In & Out in Los Angeles (via Bustle). Munn was also seen leaving Mulaney's house one morning later that month in leggings and an oversized sweatshirt.

Sources hinted to "Us Weekly" that things may be more serious than they appeared, saying things like "Olivia is so smitten" and "John thinks Olivia is really smart and she makes him laugh too." The seriousness of the relationship was finally confirmed in September 2021 when Mulaney revealed on "Late Night" that he and Munn would be having a baby together, and a source close to the two said that "they couldn't be happier."