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 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."