Principal photography started Thursday in New Orleans before continuing in London from July 27 to Sept. 26.
Cast includes Sienna Miller, Daniel Bruhl, Riccardo Scamarcio, Emma Thompson, Lily James, Omar Sy, Jamie Dornan, Sam Keeley, Sarah Greene and Alicia Vikander.
John Wells is directing with a screenplay by Steven Knight. Stacy Sher, Michael Shamberg and Erwin Stoff are producing.
Cooper will play a chef in Paris who only ever cared about the thrill of creating explosions of taste and wants to obtain the Michelin three-star rating.
Thurman recently appeared in Lars von Trier’s “Nymphomaniac” and “Playing for Keeps.”