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April 26, 2015 02:15 PM

Actress Téa Leoni and boyfriend Tim Daly made their first red carpet appearance as a couple on Saturday at the White House Correspondents’ Dinner in Washington D.C., hitting the event with veteran journalist Bob Schieffer and former Secretary of State Madeleine Albright.

Leoni, 49, and Daly, 59, play the United States Secretary of State, and her professor husband on CBS’s Madam Secretary.

The foursome attended the dinner together, posing for pictures as a group on the red carpet. Leoni looked classy in a form-fitting black dress with a sheer black cape, modest slit and nice silver pin. Daly, dressed in a bow tie and black suit, was photographed sweetly holding hands with Albright, who wore a red gown and a large brooch.

“We’re gonna be a hot table,” joked Daly to Bloomberg TV, about his famous dates for the evening.

“I called Téa and said, ‘How would you like to come?’ ” said Schieffer, 78, the longtime host CBS’s Face the Nation. “And I said, you know, we’d love to have you bring Tim along.”

PEOPLE confirmed Daly and Leoni’s relationship back in December 2014.

Both Daly and Leoni were previously married. Leoni divorced husband, actor David Duchovny, after 17 years of marriage in August 2014. Daly and his wife, Amy Van Nostrand, divorced after 26 years in 2010.

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