A source tells PEOPLE the relationship is new but "they're having a lot of fun"
Credit: Courtesy Josh Murray; Inset: Getty

Josh Murray is off the market again, PEOPLE confirms.

Andi Dorfman‘s ex is dating Anna von Staehle, who is from northern California.

“They’re dating, it’s very new,” a source tells to PEOPLE. “They just started going out recently but are having a great time.”

Von Staehle, who is finishing up her master’s degree in graphic design, was recently with Murray in his hometown, Atlanta, the source confirms.

“They were hanging out and going out,” the source says. “They have a lot of mutual interests and are having a lot of fun together.”

Murray, 31, took to Instagram earlier this week to share a sweet photo of the new couple enjoying some time in the park with his dog, Sabel.

“What an amazing week with @akatharinav,” he captioned the shot. “Sabel and I will see you soon almost time to migrate south,” he added, hinting that the couple will be back together in a bit.

The former pro baseball player was Dorfman’s final pick on her season of The Bachelorette. The two got engaged on the season finale but called it quits in January after eight months together.

“We will continue to be good friends and have nothing but great things to say about each other and wish each other the best,” Dorfman and Murray said in a statement at the time.

Dorfman, 28, relocated from Atlanta to New York City in March.

“I’m looking for a guy that definitely is going to be accepting of who I am and kind of appreciate the fact that I want to be a strong, powerful woman,” Dorfman told PEOPLE at a Los Angeles Dodgers Foundation gala in April. “Definitely a family guy and somebody who can just handle his own.”

Most recently, the reality star posted a picture with tennis pro Andy Murray at a party for the U.S. Open and made light of her split from Josh Murray in the caption.

“The world is only big enough for one #AndyMurray,” she quipped of the funny name coincidence, adding “#PartyWithThePros.”

After her caption caused a social media storm, Dorfman to clarify that she was just joking.

“Haha no shade, just humor,” she tweeted. “#SelfDeprication #RollWithThePunches.”