The Wanderlust star, who currently resides in California, admitted that she found her time in Theroux's accommodation too much.
She told Australian radio's The Kyle and Jackie O Show: "We tried New York. It felt like I was [living] in a fishbowl."
The 43-year-old added: "Justin still has an apartment there... It was a little rough with the paparazzi. It didn't feel like the New York I grew up in and knew."
The actress revealed that she feels much more comfortable in Los Angeles, and confessed that she is far more laid-back about life now.
She said: "You have a more relaxed sense of the world and life and you realise there's nothing to be taken too seriously besides doing your work and being a really good person."
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Watch Jennifer Aniston in the trailer for Wanderlust below: