In Harold Pinter's play Betrayal, Daniel takes the leading role as Robert — the narrator who reflects back on the seven-year period that his wife Emma, played by Rachel, has an affair with his best friend.
The real life sweethearts proved a hit in Tuesday's preview, and after months of rehearsals starting in August, it seemed as if all had gone to plan.
Daniel and Rachel grasped each other's hands as they came out for the closing bow, and happily beamed at the cheering audience.
Dressed in period costume, Daniel looked a world away from his days playing James Bond. The Hollywood actor wore a dark purple shirt, black trousers and a brown waistcoat, while Rachel looked radiant as ever in a floor-length red kaftan.
Daniel and Rachel, who usually maintain a low-profile in public, left the theatre separately. While the handsome actor greeted fans at the end of the play and happily signed autographs, the brunette beauty quietly slipped away.
Speaking previously in an interview with Vulture, Daniel has spoken about the challenge of him and Rachel being perceived as a professional couple.
"We're separate entities professionally, and we're happy to stay separate entities, and we're not a professional couple," said Daniel. "We just don't want to be seen in that way: a couple. Because our relationship is nobody's business but ours.
"We're going on stage together, and we know we're exposing ourselves, but we're professionally exposing ourselves, which is what we do," said Daniel. "What we do as actors.
"Marriage is hard. Everybody has to work at it. And to have it exposed publicly doesn't do it any favours. Personally I'm not interested in other people's relationships."
The official opening night of Betrayal will take place on 27 October, with the play running until January 2014.