In the caption, she wrote, ":( we love you always chub," and includes emojis of an angel and a cat.
The 20-year-old model did not elaborate or respond to the scores of fans who speculated about the pet and offered their condolences. Malik retweeted her photo and made no further comment about it.
Hadid also posted on her Twitter page a black and white photo showing the cat and other one lying on a bed.
"Brothaas," she wrote.
Gigi appeared to be in good spirits the night before she posted her photo with Malik and the cat. She was spotted smiling while exiting the West Hollywood nightclub The Nice Guy with sister Bella Hadid, 19.
Photographer Group / Splash News
The photo of Hadid with Malik and the cat appears to have been taken in February, after the 23-year-old former One Direction singer dyed part of his black hair pink. Malik, who has changed his hair several times over the years, reverted back to his former look later that month. On Sunday, he shared on his Twitter page a new photo showing him sporting a shaved head.
Hadid, who adopted a different kitten last year, and Malik first sparked romance rumors in November. In January, she posted on her Instagram page a photo of her shirtless beau holding a cat.
A source told E! News the two are "getting very close" and have "been keeping a low profile while spending private time together when they can."
"They have been really busy this past month with Gigi's Fashion Week schedule and Zayn's new music but they are making time to be together," the source said. "They communicate well with each other. They always text, speak on phone or FaceTime every day. They both say, 'I love you' all the time. Zayn is the romantic type but also has a bad boy sexy quality Gigi loves. They both have a edgy dynamic together that makes them work well."