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The pair showed off their dancing skills between scenes, with Matilda covering her filming outfit with a cosy black padded jacket.
Later, with Liev dressed in full uniform to play a US serviceman, the pair filmed a pensive moment of a conversation while they walked through the city.
A vision: The actress who rose to fame earlier this year with her role in the thrilling HBO miniseries, sported her glossy brunette hair in pinned curls
Dramatic: Matilda was in the midst of filming scenes for the period drama alongside Liev Schreiber in Venice
Tense: The Italian star could be seen chatting to her co-star while they were seated at an outside restaurant together