Larson, 34, shared an Instagram carousel of the duo's outing.
In the first photo, the two are seen posing with their Spamalot cups sitting inside the massive auditorium and sipping their drinks.
She captioned the post: "A night on the town with the sweetest gal around."
The second photo includes a close-up shot of Vellani, 21, winking at Larson's camera.
The final photo of the carousel includes a photo of Larson holding up her Spamalot playbill in the foreground with the St. James Theatre stage in the background, according to 'People'.
The duo was most recently seen in the all-female-superhero-starrer film 'The Marvels' alongside Teyonah Parris.
Larson played her well-known character of Captain Marvel while Vellani once again starred as Ms. Marvel, with Parris essaying the role of Monica Rambeau.
The film, which is directed by Nia DaCosta, so far has been the MCU's biggest box office flop, grossing more than $47 million on its opening day, and has currently only earned over $162 million against a budget of $270 million.
The movie was heavily criticised for its badly written script, characters, VFX, acting, comedy, action and tone.
As 'The Marvels' had gone through several re-edits, rewrites and reworking, the movie that came out was a mess.