The legendary actor walked the red carpet at a screening of his Liberace biopic Behind The Candleabra on Saturday (30 August), waving at fans and posing for photographs.
Michael's wedding ring was still on.
According to The Hollywood Reporter, the actor alluded to his separation at a press conference to open the festival, saying: "People have been kindly asking how I'm doing. Well I put on a suit tonight - one that I can't come close to buttoning - so everything must be OK."
Catherine's spokeswoman told Reveal earlier this week: "Catherine and Michael are taking some time apart to evaluate and work on their marriage."
The Hollywood couple married in 2000 and have two children together: Dylan, 11, and ten-year-old Carys.
It's believed they met at the Deauville American Film Festival in 1998.
Catherine has had a difficult year as she voluntarily checked herself into a health care facility in April to seek further treatment for her bipolar disorder.
Prior to that, the couple also faced a tough patch when Michael was diagnosed with throat cancer. He announced that he had beaten the cancer in 2011 following successful sessions of radiation and chemotherapy.