The Oscar winning actress cut a stylish figure working a Zara faux fur collar biker jacket and grey wool scarf as her actor hubby kept her warm wrapping his arm around her.
Although they have been notoriously coy with the press, there been moments when we've been able to get a glimpse at the real-life relationship between Hollywood's reigning Spanish royalty.
Here's a look at some of our fave moments of Penelope and Javier's courtship over the years.
When we heard about Penelope Cruz and Javier Bardem's top secret Bahama's wedding earlier, we couldn't contain our excitement!
The glamorous duo have been dominating headlines with their stellar chemistry both on and off screen for years.
But this time around the high street really has come up trumps, so you don't need to fork out a few thousand pounds to snuggle up!
The usual designer-loving Penelope Cruz chose to champion the high-street instead too, as she braved the London chill wearing none other than a Zara biker jacket.
Bardem won the Academy Award for Best Supporting Actor for his role as the psychopathic assassin Anton Chigurh in the 2007 Coen brothers film No Country for Old Men.
He has also received critical acclaim for roles in films such as Jamón, jamón, Carne trémula, Boca a boca, Los Lunes al sol, Mar adentro, and Skyfall, for which he received both a BAFTA and a SAG nomination for Best Supporting Actor.
His mother, Pilar Bardem (born María del Pilar Bardem Muñoz), is an actress, and his father, José Carlos Encinas Doussinague (1931–1995), was a businessman involved in environmental work. Bardem comes from a long line of filmmakers and actors dating back to the earliest days of Spanish cinema; he is a grandson of actors Rafael Bardem and Matilde Muñoz Sampedro, and nephew of screenwriter and director Juan Antonio Bardem.
Bardem came to notice in a small role in his first major motion picture, The Ages of Lulu, when he was 20, in which he appeared along with his mother, Pilar Bardem.
Bigas Luna, the director of Lulu, was sufficiently impressed to give him the leading male role in his next film, Jamón Jamón in 1992, in which Bardem played a would-be underwear model and bullfighter.