Scar-Jo and Sean reportedly ended their 'relationship' on 2 June, just six months after they started dating.
No reason has been given for the split. but doubts grew over the long-term future of the couple when Scarlett, 26, failed to show up to support 50-year-old Penn at the premiere of his film at Cannes.
The pair first made headlines when they were spotted holidaying together in Cabo St Lucas. They also attended a White House Correspondents' Dinner Party together in April.