I'd avoid if you can.
Depending on the line of work and the other people you work with, there could be some resentment there. The other issue is that it means your lives become even more entwined, that may be fine for some, but if you come home and all you do is talk about work and everyone else you work with, it will become a bit rubbish. At least if you both have different jobs elsewhere, you have something different to talk about.
I dated a girl I used to work with for over a year and we kept it secret from our colleagues. We did just end up talking about work all the time and gossiping, I knew eventually I felt so much like it would be nice to hear about somebody else's life instead. I was gone before it happened, but if you break up, that's going to be a world of trouble.