The 38-year-old Love Actually actress was also seen laughing and joking with crew members on the streets of London.
The production was partially filmed in the capital’s historic Leadenhall Market.
Dressed in a rust orange coat, jeans and heeled burgundy boots, she found time for a cigarette.
Like 2003 rom-com Love Actually, in which Keira was a young bride, six-part series Black Doves is set against the backdrop of Christmas.
But that is the only similarity shared by the two storylines.
This time mum-of-two Keira plays Helen Webb, a wife and mother who – unknown to her loved ones – is also a spy.
The Netflix drama follows Webb as she passes on her politician husband’s secrets to the shadowy organisation Black Doves.
But when her secret lover Jason is assassinated, her enigmatic spymaster Reed – played by Happy Valley star Sarah Lancashire, 59 – gives her a minder, Sam Young.
He is portrayed by Ben Whishaw, 43, the gadgets genius Q in three James Bond films.
The pair must investigate who killed Jason.
Filming of the series began in October and it is expected to be released late this year.
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