Blunt and Krasinski, who recently welcomed their second child, were spotted arm-in-arm and smiling as they left their friends' place.
It's likely the couples were watching the debates together, as Theroux made a slight dig at moderator Lester Holt on Instagram, comparing him to the Where's Waldo? cartoon. He hashtagged the post with "#WhereIsLesterHolt."
Earlier that day, ET chatted with both Blunt and Theroux about working together on Girl On a Train, and they shared how Theroux came to learn that Blunt was pregnant on set. The 45-year-old actor actually guessed that his co-star was expecting after she refused to perform a very simple stunt that required her to jump up from the floor and run a few feet across the room.
"She was like, 'Yeah, I don’t think I’d be sitting on the floor. I think I’d be leaning against the counter,'" Theroux recalled. "We were like, 'No, it makes total sense for you to be sitting on the floor. And then you just get up and run.' She was like, 'Nah, I’m not gonna do that. I’m gonna twist my hip or something.'"
The Leftovers star said he told her he didn’t understand how she was "throwing Tom Cruise across the room [in Edge of Tomorrow] and going toe-to-toe with Benicio Del Toro [in Sicario]," but she wouldn't do this simple stunt.
"Later that day, we went back to my place and she was not having a cocktail and I asked, 'Are you pregnant?' And she was like, 'Shhh!!' And we had a big hug over that," he recounted. "It was a little secret we had to keep for a while until it became obvious."
"Justin knew because he is my friend," Blunt explained. "And he guessed I was being a bit wossy about some of the stunts. He pulled me aside and was like, 'Are you pregnant?' And I was like, 'Yes.'"
The 33-year-old actress added that there was a scene that she feared her baby bump would show. "Towards the end of the shoot, where I was starting to show, we were doing a scene in the bathtub, and that's when I had to tell [director Tate Taylor]," she recounted. "I pulled him aside and I said that you need to shoot this in a very specific way because of this and he was like, 'Oh my God!' Like, he had no idea."
WATCH: Justin Theroux on Married Life With Jennifer Aniston -- 'It Does Feel Different'
Blunt welcomed her second child, Violet, with Krasinski over the summer.
When chatting with ET, Theroux also gushed over Aniston, revealing what makes their marriage work. "We appreciate each other's sense of humor, we respect one another and we get along," he said. "I know it sounds simple but it's true!"