March 13, 2015 02:30 PM

Sean Penn plays a cold-as-ice killer in his new film The Gunman but he was a warm-hearted romantic when he walked the red carpet at the film’s premiere in L.A. Thursday.

The Oscar winner lovingly held hands with girlfriend Charlize Theron, not even letting go as he did interviews.

The pair, who have been dating for a little more than a year, also recently worked together on the film The Last Face, which shot in Theron’s native South Africa and was directed by Penn.

“She’s a director’s dream … and pretty good company,” Penn told PEOPLE on the red carpet. “We also had Javier Bardem, who’s great. We had really quite an adventure.”

At the afterparty at Wolfgang Puck’s WP24, the couple hung out in a back room seated next to each other at the corner of a long table, according to an onlooker. Theron, 39, lovingly put her hand up to Penn’s face a couple of times as he ordered every single item on the menu (including sliders and veggie spring rolls) along with two top-shelf vodka and tonics.

He may have a big appetite but the 54-year-old is in perfect shape in The Gunman, which hits theaters March 20.

Reporting by REAGAN ALEXANDER

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