The couple - who have been dating but don't yet call each other boyfriend or girlfriend - were among a string of stars at the Jog On To Cancer benefit, held at London's swanky Kensington Roof Gardens on Thursday, 7 April.
They arrived at the venue arm-in-arm before posing happily inside, showing they're still not fussed by that explosive rumour or letting it affect their relationship.
On Wednesday night's episode of TOWIE, it all kicked off when Chloe Lewis revealed a rumour had been circulating Twitter that Megan had slept with her boyfriend Jake Hall.
She added that Jake had been funny around Megan at the pub once, giving her a signal not to come over, and he had Megan's number stored in his phone.
But Megan vehemently denied anything happening with Jake. She said they had each other's numbers as their families are old friends, and what happened at the pub was because she'd been at an after-party with Jake and others but he didn't want Chloe to know.
Then, things got confusing as Danielle Armstrong, Kate Wright and Georgia Kousoulou all claimed Megan's best friend Chloe Meadows had confirmed the Megan and Jake rumour during a drunken conversation, but Chloe M strongly denied this.
Whatever is going on, it's clear that Megan and Pete are still as strong as ever. They watched the episode together and shared a string of playful, happy Snapchats online, showing they weren't bothered by it.
Megan had said during the episode: "The fact I have this thing going with Pete, this is the last thing I need. I've spoken to him and obviously he has my back 100 per cent. He's not the sort of person to hear a rumour and turn his back on me."
TOWIE continues Sunday at 10pm on ITVBe
10 reasons why we want to be in TOWIE: