The 30-year-old Oscar-winning actress was photographed with McCary, 33, heading to dinner in New York City on Tuesday after rehearsals for Saturday Night Live, which Stone is hosting on Saturday.
McCary is a segment director for the long-running NBC comedy show.
Stone smiled at fans and took photos with them as she stepped out wearing a black shirt, black pants and a gray coat as McCary walked behind her in a jacket, hat and glasses.
A source confirmed to People the two were dating in October 2017. Stone