There have been rumors about the two for months ... but Vonn and the NHL star finally publicly confirmed their relationship last night ... hitting the red carpet together at the CMT Music Awards.

The two have been spotted hangin' out a lot recently ... taking in a Red Sox game and a Celtics playoff game last month.

They also hit business classes together at Harvard last week ... and Vonn was at one of P.K.'s playoff games last month in Nashville too.

But, they've successfully avoided taking a coupley photo until Wednesday night, when Vonn made sure to caption their selfie with a yellow heart.

Maybe it was the Keith Urban love songs that did it??