The two met during the making of "Black Swan," Darren Aronofsky's psychological thriller that stars Portman as a ballet dancer.
Portman has been nominated for best actress by the Golden Globes and the Screen Actors Guild for the film. Millepied played a small on-screen role in the film as a dancer.
Portman also stars in Ivan Reitman's upcoming romantic comedy, "No Strings Attached."
The Associated Press contributed to this report.