The 36-year-old actor - who is best known for playing Captain America in the Marvel superhero movies - and the American comedian have quietly ended their on-again, off-again relationship.
The news has been revealed in a profile piece about Chris in the New York Times newspaper, which says that their relationship, "beloved by the internet, recently ended".
The celebrity duo - who have always kept their romance relatively low-key - initially broke up in January last year, after less than a year of dating.
But by the end of October, they were exchanging flirty messages over social media, prompting speculation that they had rekindled their relationship.
And Jenny confirmed the suspicions in a tweet in November, when she described Chris as being "dreamy".
She wrote on the micro-blogging website: "My boyfriend does many dreamy and generous things but number 1 in my mind right now is how he celebrates my new turtlenecks/let's me show him my online shopping spoils and cheers me on. (sic)"
In spite of their turbulent romance, Jenny has always been keen to praise Chris in public.
But the 35-year-old beauty admitted that, ultimately, Chris' level of fame and success played a role in their love troubles.
She shared: "We're really, really different.
"Chris is a very, very famous person. For him to go to a restaurant is totally different than for me to go. I sit in my window and I say 'Hi'
to people on the street. I have more freedom because I'm not Captain America. I'm mostly a cartoon."
Following their first split, Jenny claimed that ending their romance had helped her to return to normality.
She said: "This is what I needed to do to feel normal. To be alone."