The CBB stars, who have become good friends, were pictured in the back of a cab together as they headed to The House Of Commons in London.
Casey and Jim were both attending an event held by the Falklands Veterans Foundation, which supports soldiers who served in the Falklands War and their immediate families.
Jim is a trustee of the charity, which was formed in 2002, and it is thought he invited Casey along to the event so she could see what they do and show her support.
Posting her selfie of them both on Twitter, Casey told her followers: "Me and Jimbo @JimDOfficial en route to The House Of Commons for the veterans association for the Falklands War! Xx."
Although they did not know each other before Celebrity Big Brother in January, Casey and Jim have formed a close father/daughter type bond.
Last month, Casey even described Jim and his wife Michelle as her "adoptive godparents". Aww!
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