Trying to stay warm in the chilly rain, Katharine McPhee and Jack Davenport filmed on the set of "Smash" in New York City on Monday (January 28).

The 28-year-old brunette beauty wore a black hooded coat, gray sweater, and pink scarf as she snuggled up close to her handsome costar during a scene.

Missing the California sunshine, the Los Angeles native complained about the freeze in the Big Apple on Wednesday, tweeting a report of the 12 degree temperature with the caption, "Ughhh..."

When she's not trying to thaw out at work, Katharine is jamming out to some new tunes. On Friday she shared, "I am in love with @rihanna s new record unapologetic! My favorite is "what now." Take a listen!"