The inseparable pair weren't apart for long though as Michelle even hung out backstage with Cara at the show, while she had her make-up done.
The 35-year-old was lapping up the sunshine in Thailand, where she is currently enjoying a getaway, and the snapshot also showed a stunning ocean view.
The actress shared a photo on her Instagram page in which she was completely naked.
The 21-year-old may have been taking part in a photo shoot as she was standing on a beach in the skimpy ensemble.
The couple, who apparently met in January, flew to Milan by private jet leaving London in the early hours of Thursday morning before Cara appeared on the catwalk for Fendi.