An onlooker told the New York Post newspaper: "She came up to the roof with wet hair, he looked totally frazzled. They ate and had coffee, but they were talking about something intense. They were deep in conversation the entire time."
Sean, 50, split from 26-year-old Scarlett in June because he wasn't ready for a "serious" relationship.
The couple reportedly started dating in February soon after she and husband Ryan Reynolds broke up but pals say Sean - whose 14-year marriage to Robin Wright was officially ended in July 2010 - didn't want to rush into another long-term relationship.
A friend said that although "Scarlett pursued him", Sean was determined not to get into anything "serious."
Scarlett initially struck up a friendship with Sean when she was considering flying to Haiti to help people affected by the two earthquakes in January 2010.
A source explained: "Scarlett first reached out to Sean when she was planning to visit Haiti with Oxfam. She knew Sean was living there in a tent and turned to him for advice."
Although Scarlett wasn't able to make the trip, the couple started dating when they both became single and made their first public appearance together at the wedding of Reese Witherspoon and Jim Toth in March.