The goth rocker and the 22-year-old `Wrestler` actress recently called off their engagement and Marilyn was seen getting over the break-up by partying in Los Angeles at the weekend with a group of mystery women.
A source told People magazine: "They just broke off their engagement, and he needed a night out with friends."
The couple have had a rocky relationship since they were first linked in 2006 following the singer-s split from ex-wife Dita Von Teese.
The pair first split in October 2008 before briefly reuniting in February 2009.
Last December they rekindled their romance after 41-year-old Marilyn changed his outlook on life.
He said: "I think I`m not afraid to be me. Sometimes it happens when you get to this point in your career, and there are so many things that have happened and influences that you`ve had, besides the influences of the things that have inspired you.
"Sometimes you feel awkward being what you`re best at, you feel like you have to be something new. But I think that a lot of people will agree that me being me at my best is what I need to be.
"I think that has really paid off because I`m back with Evan."