The Game of Thrones actress forged a close bond with the wife of Joe's brother, Nick, during their respective relationships. Now, fans are wondering if Sophie's friendship with Priyanka can withstand the turmoil of divorce.
In the past, Sophie has gushed about how much she adores both Priyanka and her other sister-in-law, Danielle, who is married to Kevin Jonas.
Opening up to Elle magazine in 2020, she said: "It’s also nice to have built-in girlfriends, who are actually really cool, who I can hang out with and we can really talk to each other about, like, how crazy the boys’ lives are.
"We can relate on so many different levels. It's like, thank God, because you never know [about your in-laws]."
The trio even called themselves 'The J Sisters' and Sophie has been in awe of Priyanka ever since she met her.
"With Pri, especially, it’s kind of crazy," she continued. "You have to remind yourself that she’s basically had a 20-year career in Bollywood already. She’s like the biggest thing in India right now.
"When we went there for her and Nick’s wedding, we were treated like royalty. They worship her over there. It’s kinda crazy. But she’s just the nicest person, and they live, like, 10 minutes away.
"Even though Kevin and Danielle live in New Jersey, we see them all the time. It’s like we’re all one big family, because the boys are best friends."
Similarly, Priyanka thinks highly of Sophie - who is 14 years her junior - and she opened up about the fun moniker they share with Danielle during an interview with Daily Express.
"Might have been me," she said of 'The J Sisters'. "It actually happened at my bachelorette. It started as a joke that if they are Jonas Brothers, we can be Jonas Sisters, since there were all three of us (Danielle, Sophie and Priyanka). It just became a thing."
In addition, she told Elle that she sees Sophie as the sister she never had. "I’ve never had a sister, so it’s really nice to have Danielle and Sophie, and just inheriting the family by proxy," Priyanka added ahead of Sophie and Joe's wedding in 2019.
"Sophie is super talented, super funny and we have the most fun when we go out together. She’s incredible. By the time this comes out, she’ll be the new Mrs Jonas. I can’t wait for her to join the family."
They've regularly shared messages of support on social media. For example, when Sophie was nominated for an Emmy Award, Priyanka wished her good luck on Instagram. "Sophie our Emmys nominee!!! Good luck to our girl tonight," she wrote.
There's every chance the actresses will remain good friends, especially as Sophie and Joe's divorce appears amicable.
On Wednesday, Sophie posted a statement from the pair of them, saying they were "amicably" ending their marriage. She said it was a "united decision" and they will focus on their two children.
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