Amanda Micallef and Tash Herz made history as the first lesbian couple to tie the knot on Married At First Sight.

But they may not be the only female pairing for long, as Vanessa Romito and Hayley Vernon have found themselves at the centre of romance rumours.

During filming in late September, the two women were pictured holding hands while heading to the gym together in Sydney.

What's going on here? Married At First Sight's Vanessa Romito (right) and Hayley Vernon (left) were spotted holding hands during filming in Sydney on September 29

The pair dressed in matching black leggings, T-shirts and sneakers for their workout.

They both went makeup free, most likely because they were about to hit the gym.

Vanessa, 31, and Hayley, 32, looked relaxed as they strolled through the CBD, appearing to be deep in conversation.

Something to tell us, ladies? The women held hands while strolling to the gym together

Close: Vanessa, 31, and Hayley, 32, looked relaxed as they strolled through the CBD

Ready to sweat! The pair dressed in black leggings, T-shirts and sneakers for their workout

No frills: They both went makeup free, most likely because they were about to hit the gym

A romance? Filming for Married At First Sight took place between September and December

Filming for Married At First Sight took place between September and December.

Finance broker Hayley was paired with truck driver David Cannon, while pharmacy manager Vanessa was paired with youth worker Chris Nicholls.

It's believed that neither Hayley nor Vanessa are currently dating their 'husbands'.

What's the deal? Finance broker Hayley is paired with truck driver David Cannon on MAFS, while pharmacy manager Vanessa is paired with youth worker Chris Nicholls

Butting heads! On Thursday's episode of Married At First Sight, David (left) and Hayley (right) had a blazing row over her smoking habit

On Thursday's episode of Married At First Sight, David and Hayley had a blazing row over her smoking habit.

'A deal-breaker for me was smoking, and I've seen you smoking,' he said.

Hayley replied: 'I was honest and said in my application that I smoke occasionally. I'm not a full-time smoker. If I have a few wines, I'll have a few smokes while socialising.

'I've had one cigarette all day, and you said you wouldn't want to change me.'

He's not happy: 'A deal-breaker for me was smoking, and I've seen you smoking,' he told her

Hitting back: 'I was honest and said in my application that I smoke occasionally. I'm not a full-time smoker. If I have a few wines, I'll have a few smokes while socialising,' Hayley replied

Are they over? David then removed his wedding ring and requested to change hotel rooms

As things escalated, David said: 'I am surprised that you've continued to smoke and even bought a packet of cigarettes.'

Hayley snapped back: 'I've had four in four days, and that's because I'm drinking. Let's not over complicate it. I'm not a full-time smoker. Whatever. I don't give a f**k.'

David then removed his wedding ring and requested to change hotel rooms.

'I opened up my heart to meet somebody and it has been stomped on. The best thing for both of us is to spend as much time apart as possible,' he said.

Daily Mail Australia has contacted Channel Nine for comment.