A source told People the pair began dating recently.
"They were affectionate around their friends, held hands and looked very happy (at the wedding). They have dated for a few weeks," the source said.
It appears they may have sparked a romance after Wilde cast Styles in her upcoming horror film, Don't Worry Darling, which began filming in October.
Wilde recently made headlines after it emerged she had split from her long-term partner, US actor Jason Sudeikis.
The couple were engaged in 2013 and had two children together – son Otis, 6, and daughter Daisy, 4. They were never married.
Wilde is directing Don't Worry Darling, which also stars Little Women actress Florence Pugh as a lead alongside Styles.
Styles, who made his feature film debut to critical acclaim in Christopher Nolan's 2017 war film Dunkirk, landed the role after actor Shia LaBeouf was reportedly fired.
Wilde told Vogue she cast Styles after seeing the war film and "did a little victory dance" when he officially signed on to star.
Production of the movie, which is filming in LA, was shut down temporarily in November after a production member tested positive for coronavirus.
It currently does not have a release date.
News broke in November that Wilde and Sudeikis, 45, had broken up at the beginning of 2020 after nine years together.
"The split happened at the beginning of the year," a source close to the couple told People.
"It's been amicable and they've transitioned into a great co-parenting routine. The children are the priority and the heart of the family's relationship."
Styles has had a string of high-profile relationships, including with US supermodel Kendall Jenner and pop star Taylor Swift.