Can she feel Cold War coming on? Sophie Cookson staves off the chill in thick woollen clothing as she shoots scenes for new KGB spy film Red Joan

Earlier this year, she was spotted locking lips with Naomi Watts as they shot passionate scenes for their Netflix show Gypsy.

But on Monday, Sophie Cookson, 27, travelled back in time as she stepped out in period costume for her titular role in the World War II-era spy drama Red Joan.

Clutching a hot water bottle to keep herself warm between scenes, the British actress covered up in a stylish long coat as she got into character on the decidedly chilly streets of Cambridge.

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Busy day at work: Sophie Cookson was spotted on the set of her upcoming film Red Joan in Cambridge on Monday

Busy day at work: Sophie Cookson was spotted on the set of her upcoming film Red Joan in Cambridge on Monday

She was seen wearing a stylish outfit that included a long lilac coat, flowing grey skirt, knitted striped scarp, green gingham blouse and a burgundy beret.

In between takes - which saw her character attend a rally - she shielded her face from the notably chilly climes while walking through the streets and sitting on an outdoor bench as she read through her script.

Clad in a green coat, her co-star Tereza Srbova, 34, also appeared to be struggling with the cold, clutching a water bottle as to her chest while wrapping her body in a powder blue bathrobe and covering her head with a knitted grey beanie hat.

Staving off the chill: The actress wrapped herself up between takes in a bid to stave off the chill

Staving off the chill: The actress wrapped herself up between takes in a bid to stave off the chill

Cover: As she stepped out in 1930s costume, the 27-year-old kept her nose and mouth covered

Cover: As she stepped out in 1930s costume, the 27-year-old kept her nose and mouth covered

Mock: She was joined by her co-star?Tereza Srbova as they did a mock run of a protest scene

Mock: She was joined by her co-star?Tereza Srbova as they did a mock run of a protest scene

Read-through: As she read through her lines, she sat beside another co-star, Tom Hughes

Read-through: As she read through her lines, she sat beside another co-star, Tom Hughes

Warm toes: She threw on a pair of fluffy boots to keep her feet warm during the chilly shoot

Warm toes: She threw on a pair of fluffy boots to keep her feet warm during the chilly shoot

Extra warmth: Despite her costume looking warm enough, Sophie threw on a thick overcoat

Extra warmth: Despite her costume looking warm enough, Sophie threw on a thick overcoat

Friendly chat: She was seen enjoying a friendly chat with a member of the makeup crew on set

Friendly chat: She was seen enjoying a friendly chat with a member of the makeup crew on set

In the movie, Oxford School of Drama graduate Sophie plays the young Joan Stanley, a woman who went on to become the KGB's longest-serving British spy.

The script is an adaptation of Jennie Rooney’s eponymous 2014 novel, which itself took inspiration from the true story of Melita Norwood, whose role within the Russian organisation wasn't unmasked until she was 87 years old.?

Dame Judi Dench, 82, will play the elder Joan, whose peaceful life as a retired physicist is turned upside down when she receives a visit from the MI5 in 2000.

Sophie's portion of the film shows her as a student at Cambridge University, who falls in love with a communist and is later torn between her loyalty to her home country and serving the KGB as she joins Britain's secret nuclear programme.?

Bottle: Tereza stepped her efforts up another notch, carrying a hot water bottle on the set

Bottle: Tereza stepped her efforts up another notch, carrying a hot water bottle on the set

Robe: The 34-year-old actress also wrapped a thick powder blue bathrobe around her waist

Robe: The 34-year-old actress also wrapped a thick powder blue bathrobe around her waist

Friendly face in the crowd: The Czech beauty beamed as she enjoyed a chat during downtime

Friendly face in the crowd: The Czech beauty beamed as she enjoyed a chat during downtime

Layers: Like Sophie, she also threw a padded coat on over her period costume between takes

Layers: Like Sophie, she also threw a padded coat on over her period costume between takes

Taking direction: The actress was seen chatting with director Trevor Nunn in between takes

Taking direction: The actress was seen chatting with director Trevor Nunn in between takes

While his role in the Trevor Nunn-directed film has not been officially announced, it is believed that Victoria heartthrob Tom Hughes, 31, portrays Joan's love interest.

Despite her busy roster of screen projects - and winning acclaim in her psychological thriller Gypsy - Sussex and Suffolk-raised Sophie recently revealed that she holds a strong desire to tread the boards of London's West End.

'In the next five years, I’d absolutely love to do theatre,' she told Interview magazine for its June issue. 'I went to drama school and that’s where the focus lies. I’d definitely like to do that before the fear sets in.

'We studied so much Shakespeare in drama school and I’d like to go back to that. I’d really throw myself into something that would probably petrify me. Tennessee Williams. Something juicy.'

Rally: During the shoot, Tom Hughes was seen leading a rally as a crew captured the action

Rally: During the shoot, Tom Hughes was seen leading a rally as a crew captured the action

Snap: A touch of modern life crept in on the set when he took some time out to pose for a selfie

Snap: A touch of modern life crept in on the set when he took some time out to pose for a selfie

Plot: In the movie, Oxford School of Drama graduate Sophie plays the young Joan Stanley, a woman who went on to become the KGB's longest-serving British spy

Plot: In the movie, Oxford School of Drama graduate Sophie plays the young Joan Stanley, a woman who went on to become the KGB's longest-serving British spy

True story: The script is an adaptation of Jennie Rooney’s eponymous 2014 novel, which itself took inspiration from the true story of Melita Norwood

True story: The script is an adaptation of Jennie Rooney’s eponymous 2014 novel, which itself took inspiration from the true story of Melita Norwood

Late unmasking: It tells the story of an elderly woman whose role within the Russian organisation KGB wasn't unmasked until she was 87 years old

Late unmasking: It tells the story of an elderly woman whose role within the Russian organisation KGB wasn't unmasked until she was 87 years old

Stellar cast: Dame Judi Dench will portray an older version of the titular character in the film

Stellar cast: Dame Judi Dench will portray an older version of the titular character in the film

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