The engaged couple were pictured hanging out in the VIP area on Sunday, 30 August, watching Shane's older brother perform on stage.
Ahead of the event, Jake had tweeted: "Manchester Pride today to watch my big bro on the main stage."
And during the set, he added: "Shane Richie Jnr smashing it!"
Shane is four years older than Jake. Their dad is Shane Ritchie (real name Shane Roche) and their mum is Coleen Nolan.
Loose Women's Coleen revealed last week that wedding plans are well under way for Jesy and Jake, who became engaged in Manchester in July. He popped the question by getting down on one knee at Manchester Arena, the place they first met.
Coleen said in last week's column for the Mirror: "We were all in on the secret. He ran lots of ideas past me but decided in the end to get down on knee during his band Rixton's soundcheck, and got his mate Ed Sheeran to serenade them. Bless! Afterwards, we all went back to mine and the table was immediately covered in bridal magazines.
"Jesy has been emailing with dress ideas, ranging from fishtails to princess skirts. They definitely want the whole hog, a white wedding with all the trimmings. And although they're young, I don't think they'll hang about."
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