The actress and the singer, who announced earlier this month that they'd ended their engagement, were photographed together in Aspen on Monday.
Hudson, 35, has spent the holidays with her family in Aspen for years, and Bellamy, 36, joined her last year. They have a son together, Bingham, 3, while Hudson also has a 10-year-old son with her ex-husband, singer Chris Robinson.
"We're both very happy," Bellamy insisted on Twitter after the news of their split broke. "It's for the best."
Meanwhile, a rep for the actress insisted to People magazine that the two were "committed co-parents."
"They remain very close friends," the rep added.