Zayn Malik Holds Hands With Gigi Hadid After Split Rumors, Cancels Show Due to Anxiety

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What breakup?

Gigi Hadid and Zayn Malik stepped out holding hands on Friday night, exiting Malik's apartment in New York City. Sporting a leather jacket and sunglasses, the 21-year-old model held on tightly to her beau's right arm, making it clear that the two are still an item after they were rumored to have broken up earlier this month.

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WATCH: EXCLUSIVE: Gigi Hadid and Zayn Malik Are Back Together After Split -- She's 'Obsessed' With Him, Source Says

A source close to Hadid recently told ET that while the couple is back on again, the relationship is still rocky.

"Yes, they're back together, but could be over again in any second," the source said.

Apparently, the model is also pretty enamored with the former boybander. "Gigi is obsessed with Zayn -- she won't let go of him too easily," the source added.

Hadid and Malik were on their way to the airport on Friday, en route to the U.K., as the "Pillowtalk" singer had a scheduled show at the Capital Summertime Ball at Wembley Stadium in London on Saturday night. Malik canceled the show, however, citing anxiety.

"Unfortunately my anxiety that has haunted me throughout the last few months around live performances has gotten the better of me .... with the magnitude of the event, I have suffered the worst anxiety of my career," the 23-year-old singer wrote on Instagram on Saturday. "I cannot apologize enough but I want to be honest with everyone who has patiently waited to see me, I promise I will do my best to make this up to everybody I've let down today."

WATCH: Gigi Hadid Lip Syncs to Zayn Malik's 'Pillowtalk,' Hangs Out With Ex Cody Simpson's Sister

Malik and Hadid have been dating since last November. Their last public appearance together was at the Met Gala in May.