The group were champions of the show in 2009, beating Susan Boyle in a tense final watched by nearly 20 million viewers.
20-year-old Jesy was spotted hand in hand with Jordan Banjo, younger brother to Diversity's leader Ashley, while Jade is seeing the group's Sam Craske.
All four were seen enjoying a double date together this week in Manchester.
It was revealed that Jesy had started dating Jordan last month. A source said at the time: "It's early days but they're having a great time.
"They hit it off instantly. Jesy is on The X Factor Live tour and Jordan is all over the country but they're fitting each other in.'