The 'Horrible Bosses' star was spotted on the film's set wearing baggy pants, a loose T-shirt and an oversized gray cardigan, reported Us magazine.
Aniston, 45, looked less glamorous than her usual self.
Her hair was styled in a straight, shoulder-length cut and she appeared to be wearing minimal makeup.
She is portraying the character of a sharp woman who becomes fascinated by the suicide of another woman in her chronic pain support group and then develops a bond with the woman's husband, played by actor Sam Worthington.