The retired quarterback and his girlfriend, Samantha Robertson, stepped out in New York City Thursday evening, where they stopped by the party celebrating the highly anticipated return of the Paramount Network hit.

While Samantha posed with a wine glass in her hand, Jay was notably empty-handed for the pic ... which was smart given his recent arrest.

The pair, who have been romantically linked since last year, were also seen grabbing a bite to eat at French hot spot Le Bernardin.

As TMZ previously reported, Kristin Cavallari's ex-husband was arrested back in October ... after he rear-ended another car down in Tennessee while allegedly reeking of booze.

Police claimed in their report that Jay had bloodshot eyes and slurred speech at the time, too ... though, he allegedly declined to do a field sobriety test.

This prompted Jay's arrest ... with officers allegedly discovering a rifle and a loaded Glock handgun when investigating his car.