The "Wanderlust" star was photographed running sans underwear in matching grey sweatpants and sweatshirt.
Theroux, 41, is set to star as a police chief in HBO's post-apocalyptic drama pilot "The Leftovers."
Besides being due to marry Aniston, Theroux is famous for his recurring roles in TV's "Parks and Recreation" and "Six Feet Under." He also appeared in several films including "Romy and Michele's High School Reunion," "Zoolander," "Miami Vice" and "Broken English."
Celebrity Families of 2014 [PHOTOS]