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The couple - who were recently rumoured to be getting married - worked together for the first time in the thriller.
"I can't say enough about her," he told Entertainment Tonight.
"I just love her. I [loved] coming to work. I love acting with her. I can learn so much from her."
Zellweger returned the compliments, saying: "[Bradley]'s a great, great actor. I just got so excited, not believing that I was going to go to work with him."
Case 39 opens October 1 in the US.
Previous: Joaquin Phoenix "wanted out" of film
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