The two actors were spotted on the first day of shooting in Vancouver, filming a scene in which 27-year-old millionaire ask college senior Anastasia out after she stumbles through her initial interview with the intimidating entrepreneur.
In the book, it is during the coffee date that Christian first shows a serious interest in the young woman, and grills her about her life and family.
For the scene, Northern Irish star Jamie, 31, looked handsome in a dark three-piece suit and a white shirt.
Dakota, 24, wore a khaki military jacket teamed with a blue and white scarf.
The actress - daughter of Melanie Griffith and Don Johnson - recently altered her appearance to transform into Ana, dying her hair from blonde to brunette and adding in a heavy fringe.
She has also started going to the gym in preparation for the film's nude scenes.
"Obviously I want to look good naked," she recently reveled in an interview with Entertainment Weekly. "I totally understand now why people exercise, because it kind of feels ******* awesome."
Filming on Fifty Shades of Grey started on Sunday. The production date was pushed back a month after Sons of Anarchy actor Charlie Hunnan dropped out of the lead role.
E. L. James, the author of the erotic trilogy, shared a behind-the-scenes glimpse from the set of the film at the weekend.
Action!" she captioned an Instagram snapshot, featuring a slate during the 1st roll, the 25th scene and the 1st take. Fifty Shades producer Dana Brunetti re-tweeted James' pic, adding, "And we're off."
British director Sam Taylor-Wood is at the helm of the movie, which is scheduled for release in February 2015.