Lawrence, 24, and Cooper, 40, have previously worked together in the Oscar-nominated films Silver Linings Playbook and American Hustle.
"Honestly, it's just happenstance," Cooper said of his multiple collaborations with Lawrence. "We both got cast in Silver Linings, and she was going to this other movie and the role was open and so that worked out."
"I respect her so much as a professional, as an actor, and I think she's the best there is," said Cooper. "I just learn from her. You always want to work with people who are better than you."
Lawrence, who hosted the film's screening, added that she feels "the same way" about the American Sniper star and revealed there is "no sex" in their relationship. There is, however, one thing they both like to do.
"We're both two of the biggest eaters in Hollywood!" Lawrence said at the event.
After the screening Lawrence and Cooper were all smiles again as they posed for pictures at an after-party at the Top of the Standard.
Serena, a film about a couple running a timber empire in 1930s North Carolina, wrapped production in 2012 and premiered on VOD in February. The film is slated for a Blu-ray/ DVD release on June 9. The film premiered in U.K. theaters in October.