And last night, the two stepped out together arm-in-arm to attend amfAR's gala at Cipriani, which also attended by Blake Lively, Julianna Margulies, Rosie O'Donnell, Richard Gere and Elton John, among others.
While the couple skipped all press on the red carpet, Chelsea did speak up inside...
She was on hand to present an award to her father, former President Bill Clinton.
"The work he has done, the work he is doing and the work he will continue to do" for AIDS research is invaluable, she said according to USA Today. "That's a good reason to be proud. An even better reason to be proud is he hasn't stopped."
The proud papa also gave his daughter a shoutout in his acceptance speech.