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They met on the set of the drama and went public as a couple last April.
Looking still very much in love, the colour-coordinated couple held hands and giggled before entering the screening.
The Argentinian actress wore a stunning floor-length navy blue dress which accentuated her curvaceous figure.
Meanwhile, The Godfather star wore a suit and shirt in the same colour as well as matching shoes.
Also at the premiere was actress Jessica Chastain, who co-stars in the movie, playing the film's main character, Salome.
The 30-year-old actress looked elegant in a nude cap sleeve floor-length gown by Elie Saab.
Speaking to reporters, Al credited Jessica with inspiring him to make his new movie.
"There is Jessica Chastain, who I really believe is the reason I made the movie."
"As soon as I met her, and saw her, I thought: 'This is the person to play Salome and I must get her to play it before the world picks up on her – which it has done – and turns her into the next big star'," he admitted.
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