According to Channel 24, the South African export was seen walking down the Sea Point promenade on Sunday.
The 'Atomic Blonde' actress was with her entourage which included her mom Greta, her bodyguards and an unknown woman.
It would seem Theron was a trying to 'go incognito', as she donned black sweatpants, a black jersey and sunglasses.
The actress recently appeared on 'The Daily Show' with Trevor Noah who just finished his South African comedy tour with his show 'There's a Gupta on my Stoep'.
She is currently on a press tour to promote the David Leitch directed film with her last appearance being on at the Los Angelos premiere of the film.
Other international stars recently spotted in Cape Town are Susan Sarandon and Chelsea Handler.
See the pics below:
Pictures: Errol Solomon/Facebook