The couple, who married in October 2019, are also parents to their 3-year-old son Cy. Lawrence had previously only been seen out with friends and out and about in New York following the birth of her second child.
She brought effortless glamour as she stepped out for the event in a long, white boho wrap dress with a chic black floral pattern. The low-cut maxi dress had long mesh sleeves, which brought the design together.
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Lawrence paired the look with a statement necklace with a large circular pendant and sunglasses.
Her blonde locks were worn in loose waves, and her wispy bangs gently brushed across her face. For makeup, she wore a rosy blush and matching lip color.
Lawrence also posed for photos with her costar Robert Pattinson, who attended the event in white pants and a navy blue collared tee underneath a jacket.
Lawrence is "doing well" since becoming a mom of two, a source told PEOPLE back in April.
"Being back in that newborn phase with a toddler as well can be overwhelming, but Jen's [got] such a great attitude. She's meant to be a mom," the source said. "She's calm and just goes with the flow."
"Cooke's a great dad too. They are good at balancing it all together," continued the source.
According to a brief obtained by Deadline, Die, My Love finds Lawrence playing a woman "engulfed by love and madness." It is adapted from Ariana Harwicz's novel of the same name. Lawrence and Pattinson costar alongside LaKeith Stanfield, Sissy Spacek and Nick Nolte.