The 'Black Magic' singer was pictured leaving Cirque night club on London accompanied by a security guard and bandmates Jade Thirlwall, Leigh-Anne Pinnock and Perrie Edwards.
Earlier, they went for dinner, posing for an Instagram photo which was posted to Jade's Instagram account with the caption: "Girls' night out."
Jesy and Jake have yet to comment on speculation they've split.
The rumours began when eagle-eyed fans noticed Jesy had stopped following Rixton popstar Jake on Instagram, while a source later told The Sun: "They're not a couple who avoid rows easily but this was different and could signal the end of their relationship."
Reveal has contacted Jake's rep. Jesy's declined to comment.
Jesy and Jake, who is the son of Loose Women's Coleen Nolan and actor Shane Richie, became engaged in July 2015 when Jake popped the question on stage at the Manchester Arena while Ed Sheeran performed in the background.
At the time, Jesy said: "I cannot believe what has just happened! The most surreal moment of my life and everyone that I love most was there to share it with us! I feel like the luckiest girl in the world rite now literally cannot stop crying! Future Mrs Roche."
They were no strangers to public displays of affection, with Jesy gushing to Jake last November: "I love every single inch of you down to that little ruler straight fringe of yours. I love you so so bloody much it hurts!!!!"