The Hollywood pair, who got engaged in August after a year of dating, supported actor and close friend Ben Stiller as he was honoured at the annual event held at the Beverly Hills hotel.
The 43-year-old actress wore a monochrome gown on the red carpet while 41-year-old Theroux opted for a tuxedo.
Meanwhile, Stiller attended the celebration of his contribution to film with his actress wife Christine Taylor and was handed the award by Martin Short and Eugene Levy.
Speaking at the event, the Zoolander star joked: "It is probably going to be painful for me to go through, more roast-like."
He added: "Hopefully it will be fun and definitely like the kind of a nightmare you have to go to, and know you're gonna have a whole evening devoted to people talking about you, and have to look at stuff that I've done, and stuff I've tried to lock out for years."
Past recipients of the award include Tom Cruise and George Clooney.