Wright, 47, hit the red carpet at Sunday's Golden Globe Awards with fiance Ben Foster, 33, two days after debuting her engagement ring at a Diane von Furstenberg party in Los Angeles Friday.
Wright, who took home a Globe for best actress in the Netflix drama "House of Cards," and Foster have been linked as a couple since February 2012 after meeting on the set of the 2011 film "Rampart."
Meanwhile, Penn, 53, appears to be going public with his latest love, Charlize Theron.
Theron made an appearance at Penn's Help Haiti Home fundraiser in Beverly Hills on Saturday night. And according to a People magazine source, Penn's hands were "all over" the 38-year-old "Monster" actress.
"During the event they were all over each other - it was on!" the insider said.
They also held hands as they left the gala.
The pair were first linked during the holiday season, when they were spotted together in Hawaii.
Penn wasn't the only one showing off his new partner at his gala. His 22-year-old daughter with Wright, Dylan Penn, was seen with "The Vampire Diaries" actor Steven McQueen. According to People, the two are dating.
McQueen is the grandson of the late actor Steve McQueen.
Wright and Penn, who were married from 1996 to 2010, also have son Hopper, 20, who, for now, appears to be single.