We say "presumably" because the lady in question is not facing the camera, but it's OBVIOUSLY her - right? Who else can wear Valentino that well, hah?! And those perma-toned arms are always a giveaway. 

He entitled the below "wcw #valentinored #xo" So, in other words, we have no idea of the event Jennifer was going to. Maybe they were just playing dress up. 

As it happens, Theroux is fond of the arty shot via his Instagram. Here's a pretty amazing doodle he did of Amy Winehouse.