The film, which follows the political machinations behind the scenes during the reign of Queen Anne, the last monarch of the House of Stuarts, also stars Olivia Coleman and Rachel Weisz.
Weisz, who plays Sarah Churchill in the film, was also spotted having lunch with actor husband Daniel Craig at the Cherwell Boathouse, reported The Tab.
The film, directed by Yorgos Lanthimos, will release next year.