Machine Gun Kelly and Fiancée Megan Fox Get Cozy at NHL All-Star Game in Las Vegas

The couple sat close together at T-Mobile Arena following Machine Gun Kelly's performance during the second intermission

Photo: David Becker/Getty Images

Megan Fox and Machine Gun Kelly were getting cozy at the 2022 Honda NHL All-Star Game.

The newly-engaged couple was sitting closely in the stands at the T-Mobile Arena in Las Vegas on Saturday, after the musician, 31, took the stage for his headlining performance during the second intermission.

MGK, whose real name is Colson Baker, affectionately draped his arm around The Transformers actress, 35, while the pair watched the action.

David Becker/Getty Images

The "Bloody Valentine" singer donned a silver, sparkly number, while Fox sported a white tank top, khaki-colored pants and combat boots.

The performance comes less than a month after the duo got engaged following over a year of dating.

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MGK popped the question during the couple's Puerto Rican vacation with a custom diamond-and-emerald engagement ring made by Stephen Webster.

A source close to the pair told PEOPLE at the time that "nobody was surprised" that Fox said yes. "They had been talking about it for a while," the insider said.

"For those two, it was very much a love at first sight situation. They spend every waking second together," the source added. "They are always together for each other's professional and personal events."

"She always likes to be by his side. All of his friends and colleagues know that if they're going somewhere, nine out of ten times, Megan will be there."

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Although their friends saw it coming, another source previously told PEOPLE that it "was a surprise" to Fox, who "loved the proposal" and "thought it was beautiful and perfect," adding: "She is excited to get married."

The two met while filming the movie Midnight in the Switchgrass in early 2020. They made their relationship Instagram official that summer after she appeared in his "Bloody Valentine" music video.

Fox shares three children with ex Brian Austin Green. She and Green co-parent sons Noah Shannon, 9, Bodhi Ransom, 7, and Journey River, 5. Meanwhile, MGK shares 12-year-old daughter Casie Colson with ex Emma Cannon.