The Oscar-winning actress was snapped in character as Katniss Everdeen while taking a break between shots on Wednesday (7 May).
Jennifer was surrounded by cast and crew as she filmed on the street wearing an all-black outfit and heavy green overcoat.
Mockingjay, the final book in the Hunger Games trilogy, has been split into two movies: Part One and Part Two. They were being filmed concurrently so exactly what scene Jennifer was working on is unclear.
Without giving too much away, fans have speculated it could be part of the sequence where Katniss and her comrades return to the Capitol and meet a woman called Tigris, who helps them find disguises.
Part One hits cinemas on 21 November, while the second part will be released November 2015.
In last year's Catching Fire, we saw Katniss and Peeta (Josh Hutchison) forced to return to the Hunger Games Arena with fellow victors for their second battle to the death, but in a twist Katniss was rescued and whisked off to the mysterious District 13, previously thought destroyed.
Poor Peeta, however, was not so lucky...
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