Playing the role of Claire Simmons in the indie drama, Jennifer dressed down in a loose-fitting white top, baggy beige trousers and a long grey cardigan. Her character is described as an "acerbic" female who "becomes fascinated by the suicide of Nina, a woman in her chronic pain support class."
Just last week Jennifer was pictured filming scenes at a cemetery and in keeping with her character's rather humdrum style, she wore a grandfather-style grey woollen cardigan on top of a shapeless jumper.
Jennifer has been in Los Angeles while her fiancé Justin is in New York
While Jennifer has been working in her native Los Angeles, her actor fiancé Justin Theroux has been busy filming his TV series The Leftovers on the other side of the country.
The couple were last seen together in March, when they were spotted leaving Justin's apartment in New York.
Jennifer and Justin, who got engaged in August 2012, have previously been hit with rumours that their romance was on the rocks. The couple's hectic schedules, which has forced them to have a long-distance relationship, was reported as a possible sign of trouble.
Jennifer's trademark blonde hair
Jennifer has insisted that she "tunes out" all the drama and recently gushed about her fiancé in an interview with People. She admitted that she had put on weight after going out with Justin.
"Like, hello! Carbonara. It's a killer," she said. "The last couple of years since meeting this man have made me gain a couple extra pounds. But it's all worth it.
"It catches up to you, and you take care of it. But it's still fun. It was all in the name of love."