Entertainment TV Tea Leoni and Tim Daly Are 'Really Good Together,' 'Madam Secretary' Costar Says "We're all really protective" of the pair now they've gone public, Geoffrey Arend tells PEOPLE By Sara Hammel Published on April 29, 2015 02:05 PM Share Tweet Pin Email Photo: Arroyo O'Connor/AFF-USA Tea Leoni and Tim Daly made their stunning public debut as a couple at the White House Correspondents' Dinner last week, and even the cast of their hit CBS show Madam Secretary say their romance came as a surprise. "I heard a rumor about it and everyone was like, 'no, no way!' And I'm like, 'maybe ' " Geoffrey Arend, who plays a staffer on Leoni's character's team, told PEOPLE on Tuesday at a special New York screening of Marvel's Avengers: Age of Ultron presented by Cinema Society and Audi. Arend, who in a twist was having his own fictional secret relationship onscreen with co-star Patina Miller, added of the real-life pair, "Nobody really knew. You don't want to go to your boss and be like, 'Hey, so who are you dating?' So now I think we're all really protective." The actor, who's married to Mad Men actress Christina Hendricks, approves of the coupling. "He couldn't be a nicer guy," he said. "Tim's the best – they're really good together." When PEOPLE pointed out that Leoni, 49 and Daly, 59 have sizzling chemistry on-screen, which might mean it's not a stretch for fans to have imagined an off-screen romance all along, he laughed. "It's like, 'They're actually really kissing!' I felt that way sometimes," Arend said. As for the show being renewed for another season, "I'm excited," Arend said. "We've got our season finale coming up this week. … We're gonna conclude the whole Vincent Marsh storyline. It's been hanging over everyone's head like a dark cloud." But he wouldn't spill all the details on the finale. It's really cool. I think everybody's gonna really dig it," he teased. "I can't tell you why!"