To keep her relationship with Dr Hasnat Khan a secret, Diana is said to have put on a brunette wig to meet up with him for a cloak and dagger date at Ronnie Scott's Jazz Club in London.
Watts was seen relaxing between takes outside the club wearing a brown haired wig.
The Australian actress looked to be in a jovial mood chatting to crew members as she waited for a shot to be ready.
The Eastern Promises star wore a blouse over a short black dress, and also wore a pair of sunglasses when the cameras weren't rolling.
It seems to be a gruelling schedule - with Watts and Lost star Naveen Andrews, who plays Khan, spotted at Beachy Head in East Sussex over the weekend.
They even had to strap on safety harnesses as they filmed near the cliff edge.
Directed by acclaimed Downfall director Oliver Hirschbiegel, it will revolve around her relationship with Dr Khan - the man she dubbed 'Mr Wonderful'.
Diana's former butler, Paul Burell, said in 2006: 'The true love of her life, her soul mate, was a heart surgeon called Hasnat Khan. She met him while she was visiting someone in the Royal Brompton Hospital. The lift -- the elevator door -- was about to close and someone stuck their foot in it. The doors opened and she looked into his eyes and said, "I knew there and then.'"'
It's claimed that she was set to marry Khan, but he was reluctant because of the media attention.
Dr Khan confirmed in his testimonial at the inquest into her death that they ended their two year relationship months before her death in August 1997.
During the inquest he also told of the secret meetings, and remarked that she wanted to go to a bar because she had never paid for drinks before.
(Credit : Chris Pascoe/ SWNS.com )
Source : Daily Mail.co.uk