The Australian actress was filming a serious scene with her The Undoing co-star and on-screen husband, Hugh Grant.
The rugged-up duo could be seen strolling alongside one another before holding hands during the scene shot in Manhattan's Carl Schurz Park.
The HBO limited series is a thriller, which follows Nicole's character, Grace, whose therapist husband disappears before the release of her first book.
According to The Hollywood Reporter, "Overnight a chasm opens in Grace's life... a violent death, a missing husband, and, in the place of a man Grace thought she knew, only a chain of terrible revelations. Left behind in the wake of a spreading and very public disaster, and horrified by the ways in which she has failed to heed her own advice, Grace must dismantle one life and create another for her child and herself."
From these dramatic pictures, it appears these are their final moments together!