The Oscar-winner, who is six months pregnant with her first child, looked comfy in pair of black jeans, T-shirt, blazer and scarf as she returned from filming the new Pirates Of The Caribbean movie.
A short time later, she was joined at the hotel by her husband, Javier Bardem, who attended the London Film Festival premiere of his latest movie Biutiful on Tuesday.
Cruz has been temporarily residing in the British capital since last month to film her role as Angelica, the feisty daughter of Captain Blackbeard, alongside Johnny Depp in Pirates Of The Caribbean: On Stranger Tides.
However, with the actress's baby bump growing at a faster rate than producers expected, her younger sister Monica has been enrolled as a double.
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Penelope and Javier, 41, confirmed they were expecting last month, following their hush-hush wedding in the Caribbean in July.
When Javier was asked about the thought of starting a family during an interview in Rome last month, he said: 'It is true. I am very happy.'
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But they had been friends for nearly 20 years after working together on the Spanish film Jamon Jamon, when the actress was just 19.
But Javier stunned the actress and left her in tears when he made a public declaration of his love for her earlier this year as he collected his Best Actor award at the Cannes Film Festival.
After accepting the trophy, he told the audience: 'I share this joy with my friend, my companion, my love: Penelope: I owe you a lot and I love you so much.'