Dolph Lundgren is dating a personal trainer

According to the New York Post newspaper's Page Six column, Dolph and Emma, who is in her 20s, looked close as they sat next to one another during the closing gala dinner, which honoured Avi Lerner, and had their arms around each other as they posed on the red carpet.

The pair were seen together several times earlier in the week, including at the festival's opening, white gala and casino night.

Dolph previously revealed how he used to have group sex with Grace Jones and "four or five" other women - but complained it left him too tired for work.

The 'Creed II' actor dated the 'Pull Up to the Bumper' hitmaker in the 1980s and though he admitted their life in the bedroom was eventful, he insisted it wasn't always a "good thing".

He said: "That happened on occasions, with or without Grace.

"Sometimes she would bring a girlfriend home and then I'd have to get up for work the next day and that kind of thing.

"I'd say at the most it was four or five girls, perhaps.

"It's great in theory but when you have to get up and fight Sylvester Stallone in the morning it's not such a good thing."

Dolph met Grace when he was hired as her bodyguard but once he found fame after playing notorious villain Ivan Drago in 'Rocky IV', their relationship quickly deteriorated.

He said: "I literally walked in the theatre [for the movie premiere] as her boyfriend with people trying to shoo me out of the way to take pictures of her and, 90 minutes later, when I walked out, people were trying to take pictures of me, instead.

"It was one of those things that happens once in a while in Hollywood, somebody totally unknown becomes famous overnight.

"Other women showed up, she got jealous and she couldn't handle it. People wanted me to go to openings.

"It was a lot of strain and, within six months, the relationship was over."