The actress - who played Santana in Glee - was at the red carpet screening to support husband Ryan Dorsey, who has played Earl in the US television drama.
It comes to an end in the US tonight after six series on air.
Naya, 28, tweeted afterwards: "Had a blast with my hubby at the @JustifiedFX finale screening. Such a talented cast and so proud of my babe!"
The star is expecting her first child with Ryan, who she married in Cabo San Lucas, Mexico in July 2014 just months after ending her engagement with rapper Big Sean.
Naya and long-time friend Ryan announced a baby was on the way this February.
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