Speculation about the couple parting ways began after Johansson did not attend the Cannes International Film Festival where Penn's movie "The Tree of Life" was screened.
The shooting of "The Avengers" in New Mexico is keeping her busy. She is reprising her role of Black Widow from "Iron Man 2" in the film, reports people.com.
Johansson, 26, and Penn, 50, made headlines when they took a whirlwind trip to Cabo San Lucas after being spotted getting flirty together during a lunch date in Los Angeles.
