The couple, who are overcoming the Seann Walsh kissing scandal, appeared in jovial spirits as they wrapped their arms around one another while posing for photos outside the dance event.
Russian dancer Katya, 29, was captured adoringly looking at her husband of five years while clad in a simple LBD with an A-line skirt.
Complementing her look, Neil, 35, donned a burgundy-coloured blazer over a black tee and jeans as they smiled for the camera.
Inside the event, the dancing duo delighted attendees by taking to the ballroom to perform two routines, one in which saw Neil holding an empty wine bottle while they jived, and Katya donning a glittering costume in the other.
Following their high-octane performances, the couple left the venue together with Neil driving them both home.
Their outing comes after Seann Walsh, 33, discussed his drunken kiss with dance partner Katya in a bizarre comedy routine – admitting: "I f***ed up".
Seann was greeted by boos from the audience when he took to the stage at London’s Comedy Store on Monday night for his first gig since being pictured in a steamy embrace with married Katya in October.
During a nine-minute set, he insisted that his relationship with ex-girlfriend Rebecca Humphries, 32, was already "coming to an end" and that he only signed up to the BBC1 show to avoid having to watch it on telly.
He told the audience: "F***ing hell. I only agreed to do it [Strictly] to get out of watching it. For f***'s sake.
"I will tell you this and we will stop talking about it. But look, I don’t really need to explain myself but I will anyway. I was coming towards the end of my relationship, I was getting on with this girl.
"You spend a lot of time with your dance partner on the show and we went for a drink and one thing led to the other. Most of you have seen the result."
He added: "I actually started to think to myself, 'Hang on, have I actually done anything that wrong?'"
Both Seann and Katya tweeted an apology to fans after their drunken kiss and also appeared on spin-off It Takes Two defending their actions.
But viewers of the show criticised the comic for refusing to mention ex-girlfriend Rebecca Humphries in his apology.
At the time, Rebecca launched a scathing attack on Seann on social media, saying: "He aggressively and repeatedly called me a psycho/nuts/mental, as he has done countless times throughout our relationship when I’ve questioned his inappropriate, hurtful behaviour."
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