The supermodel, 20, has been inseparable from the hunk in recent days, but was flying solo as she headed out in the Big Apple.
Rocking her famous pout and long blonde locks, Gigi went for head-to-toe black in leather leggings and a long coat but did add a splash of colour with a pair of bright red boots.
Gigi failed to crack a smile as she held a phone to her ear, instead giving a very moody look at the waiting paparazzi.
The beauty has been dating Zayn since November last year and while she featured in his first video for Pillowtalk, she didn't make it into his emotional new one for latest single It's You.
The star teased the new clip on Instagram with a short snippet of the black and white video yesterday - and focuses on a man struggling to come to terms with heart-break.
The camera follows a sad-looking Zayn as he watches a stunning blonde from afar, clearly still besotted with her when she's no longer interested.
The video follows them to a party, where the beauty is seen talking to a hunky new man, leaving Zayn to watch in despair.
He eventually walks out, unable to watch it happen.
And ending on a low note, she leaves in a vintage car at the end, with the former One Direction singer watching out the window.
(Youtube / ZaynVevo)
While the beauty bears more than a passing resemblance to Gigi, the couple definitely don't seem like they're heading for a split.
It's more likely the track is inspired by Zayn's break up with fiance Perrie Edwards last summer.
The couple's romance and split appears to behind many of the tracks on his debut solo record Mind of Mine, with fans speculating he admitted to cheat on her in She Don't Love Me.
In it he sings: “I think I know she don’t love me, that’s why I f*** around.”
By Rebecca Pocklington