The trio were snapped making their way to the Dan Baldwin: Fragile private view art exhibition in London on Thursday evening (19 September).
(Holly's husband is also called Dan Baldwin, funnily enough!)
Christine and Frank made a stylish pair in their matching navy outfits, while Holly added colour to her winter outfit with a red and black dress.
Also at last night's event was Ant McPartlin and his wife Lisa.
Holly's night out came a few days after she confirmed she will be leaving The Voice UK after two seasons as host.
In a statement this week, she said: "After much consideration, I will not be returning for series three of The Voice UK. I've had two wonderful years on the show, and I feel very privileged to have been a part of it."
She added: "Finding the right balance between my work and family life is my priority and this has contributed to my decision. I look forward to watching the next series from my sofa, and I wish the whole team the best of luck."
Holly has been replaced by Big Brother host Emma Willis, while JLS' Marvin Humes has been hired to replace fellow host Reggie Yates, who is also leaving.
Christine and Frank, meanwhile, are still facing speclation about when they'll tie the knot, after becoming engaged during a holiday to Los Angeles in 2011.
Chelsea footballer Frank recently told the Evening Standard: "We know what we're going to do and we're going to do it in our own time. She's my best mate. Simple as that. Sounds a bit corny but it is like that."
And back in June he told Holly on ITV's This Morning: "There are so many rumours about weddings getting postponed. We never had any wedding kind of planned but we certainly are going to get married."
He added: "But we'd love to do it when no one knows and we're just done. That'll be our style, I think."
Christine & Frank aren't the only engaged stars! More engaged couples in our gallery below:
Copyright: Instagram Mark Wright