It's a far cry from a spa day!
The former Friends star was seen dressed in an oversize gray sweater, khaki pants and another beige sweater underneath to keep warm in the chilly weather.
It was announced back in February that she was set to star in the indie drama as well as serve as the executive producer.
According to the press release, the actress will play "the acerbic, hilarious Claire Simmons, a woman who becomes fascinated by the suicide of Nina, a woman in her chronic pain support class. As she uncovers the details of Nina's suicide and develops a poignant relationship with Nina's husband, Claire also grapples with her own very raw personal tragedy."
Daniel Barnz, the director of the forthcoming film, gave a statement about his excitement to work with the Hollywood A-lister.
"Of the zillions of Jennifer Aniston fans, I might be the biggest one of all," he gushed.
"I've especially loved her more dramatic performances, and I can't wait to watch her tackle a role that has such a brilliantly funny voice and so much raw pain."
But Aniston isn't the only famous face to land a role in the highly anticipated movie.
Cake's official release date has yet to be announced, but it is due to hit theaters sometime in 2015.