The pair were spotted on set of “Without Blood” near The Colosseum in Rome on June 22.
Jolie is directing the movie, which is based on Alessandro Baricco’s best-selling novel.
According to Variety, the film takes place in the aftermath of conflict and explores “universal truths about war, trauma, memory and healing.”
Hayek is set to star alongside Demian Bichir.
Jolie was seen wearing white linen trousers and a linen top, paired with Valentino slides and sunglasses.
Meanwhile, Hayek was seen in costume wearing a black velvet dress.
The project is the first collaboration for Jolie and Hayek since the pair of A-listers starred together in Marvel’s “Eternals”.