The 46-year-old Oscar-winning actor was found dead in his West Village apartment from an apparent drug overdose on Sunday, February 2. He is survived by O'Donnell and their three children: Cooper, 10, Tallulah, 7, and Willa, 5, reported Us Weekly.
Theroux, a good friend of the late star, was first spotted arriving at the West Village apartment building to visit Hoffman's family. Jennifer Aniston's fiance covered his face from photographers behind a black scarf, dark shades and a baseball cap.
Blanchett, looking somber and wearing a black winter coat, carried a boxed telescope and a bag of what appeared to be toys for Hoffman's children. Blanchett starred alongside Hoffman in the 1999 thriller 'The Talented Mr Ripley'.
Hoffman's cause of death has not yet been determined, and an autopsy will be concluded today.
The Oscar-winning actor had a long addiction history but relapsed only last year after staying clean for 23 years. He even checked himself into rehab last year to overcome the problem.