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Katy Perry, John Mayer

Kevin Mazur/WireImage

You can't always get what you want, but that doesn't appear to be the case for Katy Perry and John Mayer.

The duo cozied up at the Rolling Stones concert at the Prudential Center in Newark, N.J., Thursday night.

The previous evening, Katy and John made their red-carpet debut as a couple at A Christmas Story: The Musical on Broadway.

John's dad, Richard, even tagged along, making us think this romance is getting kinda serious.

Hey, we're all for these two falling in love. And, as John once sang, no one wants to be alone at Christmastime!