The 47-year-old actress was spotted pulling funny faces while filming her drama Shades Of Blue in New York City on Monday morning.
She later ditched the cop uniform and slipped into something much more comfortable as she hit 5th Avenue for some shopping.
J-Lo looked Eighties fresh in a royal blue Olivia von Halle tracksuit featuring a grey and neon green stripe down the sleeves and trousers.
She teamed the baggy athletic outfit with a pair of very bright highlighter yellow Nike Air Presto Flyknit Ultra trainers.
The girlfriend of former New York Yankees third baseman Alex Rodriguez accessorized with large gold-rimmed mirrored shades.
Her blonde locks were worn down flowing over her shoulder as she let her natural looks show with minimal make-up.
It was all hitting the shops for J-Lo as she also took a call while inside one of the luxury retail stores.
Earlier in the day while on set, the stunner looked in good spirits as she pulled a few faces in between sets.
She rocked her voluminous brunette wig as she wore a police uniform featuring a white long-sleeved dress shirt.