She was in attendance at an L.A. Pride event over the weekend as well.
"Young Kevin and I are fine", Williams said in the video, which was obtained by TMZ.
The 54-year-old talk show host took to her Instagram account to share a photo of her and her mystery man holding hands while watching the sunset in Sherman Oaks, Calif. Wendy has been on the west coast while on a break from her talk show.
His dad, however, tells the site, "I love my son very much and I will not be pursuing this matter legally". Well, she also had a moment with the TMZ cameras, breaking down into tears while talking her divorce from Kevin Hunter and the friction between Hunter and his 18-year-old son.More news: Race to replace Theresa May in United Kingdom gets underway
"I am a single woman running around NY", said Williams, who shares 19-year-old son Kevin Hunter Jr. with her estranged husband.
Stay tuned for more Wendy Williams divorce news!
"I would ask you to respect our privacy, but I don't respect people's privacy". Stuff happens in life, stuff happens and it's okay. I have dedicated most of our lives to the business empire that is Wendy Williams Hunter, a person that I truly love and respect unconditionally.
"I didn't plan on this but it is what it is ..." Stuff happens, and it's OK. "I am not proud of my recent actions and take full accountability and apologize to my wife, my family and her wonderful fans".More news: Scott Brown is co-leader at the RBC Canadian Open
Days after the incident, TMZ reported that "Kevin Sr. has made several attempts in recent weeks to spend time with his son to fix the relationship, but he got the cold shoulder".
She also stressed that though she and "Big Kev" will not be reuniting in the future, they will always be a family for the sake of their son.
Things took a turn for the weird as Williams made reference to her meal, saying, 'I have got to go eat my food with potato salad and I've got to get on the plane in the morning, but I have a very full life'. He's going to get married and whatever, he's going to celebrate.More news: Russian newspapers unite in protest over arrested journalist: who is Ivan Golunov?