Sean Penn and Charlize Theron at the world premiere of The Gunman at the BFI South Bank, London. Photo: Anthony Devlin/PA Wire

Hollywood couple Sean Penn and Charlize Theron braved London’s wet and windy weather tonight as they graced a soggy red carpet together for his new film, The Gunman.

The pair, who arrived arm in arm, were joined at the BFI Southbank by Penn’s co-stars including Idris Elba, Mark Rylance, Ray Winstone and Jasmine Trinca as well as the film’s director, Pierre Morel.

Two-time Oscar winner Penn, 54, takes his first leading role in the action film as Jim Terrier, an ex-special forces government contractor whose past comes back to haunt him when his former employer puts a hit on him.

He is also one of the film’s producers alongside Andrew Rona and Ron Halpern.

Stage star Rylance revealed how he was persuaded to join the action film by Penn himself − but almost turned down the invite.

“Sean Penn called me up and asked if I’d be in a film with him. I nearly did say no because I had other engagements but they worked their schedule so they could get me in here,” he said.

“We met on a few occasions and became friends after that, so he was very keen for me to come in, which was very nice for me.”

The 55-year-old, renowned for his work on theatre productions of William Shakespeare’s plays Richard III, Twelfth Night and Much Ado About Nothing, as well as BBC drama Wolf Hall, said the action role was a childhood dream come true.

“It was thrilling. I got to act with Ray, which I’d never done before, and with Sean, which was a delight,” he continued.

Sean [Penn] was the first on board. Sean is that guy. Who would not like to work with Sean?

“I used to do a lot of action films when I was a kid in my imagination − Westerns and all kinds of running around chasing people with pieces of wood and bamboo arrows and those kinds of things.”

Elba said: “I love Sean. We had a great time and we got close. He’s a very graceful actor, very real and very in-the-moment.

“There was a lot of hanging out afterwards. He didn’t give me any life lessons but we did become friends.”

The Luther star, 42, added: “I think he was amazing. He brought a depth to the action genre with his gravitas. It was great to watch a great actor do his thing.”

Winstone, who plays an ‘old friend’ of Penn’s character, also got to work with the Milk star for the first time.

“I’ve been lucky enough to meet him beforehand. He’s a chap, he shoots from the hip and he knows what he’s talking about. He’s an honest, straightforward kind of guy,” the 57-year-old said.

Director Morel said he wanted Penn as his leading man from the start.

“Sean was the first on board. Sean is that guy. Who would not like to work with Sean?” he said.

“Sean was the first who came into our minds when we started this trip. Jim is a very intense character and there were no second thoughts.”

The Gunman, which also stars Javier Bardem, opens in UK cinemas on March 20.