The pair were forced to deny in recent days that they are engaged after Caroline was spotted wearing what looked like an engagement ring.
Speaking at a press conference today, Caroline (22) said: "It was a Christmas present and it fit on this finger. I put it on, and all of a sudden I hear that I'm engaged. I'm not. It's already twice we've had to shut down engagement rumours.
"Don't worry, we will let you know if that time happens."
Caroline's first trip to the Brisbane International ended in a first-round loss to Kazakhstan qualifier Ksenia Pervak.
So perhaps it's no surprise that Rory looks so glum in this picture.