Sudeikis, who grew up in Kansas, cheered for his hometown team the Jayhawks, who defeated Howard University last night. Both stars wore KU hats.
Sudeikis received a warm welcome at the game as one section of the arena held up letters that spelled out his last name, reports People.
Earlier this month, it was rumoured that Wilde and Sudeikis are dating. They have allegedly been seen holding hands and sharing dinners after SNL rehearsals.
Wilde's divorce from husband Tao Ruspoli was finalised in October.
After her separation from Ruspoli, the In Time actress admitted that dating was "new" to her.
Watch the trailer for In Time below: