The 36-year-old comedy starlet can clearly laugh at herself, and her facial expressions were a picture when she got caught stripping off in the Big Apple yesterday.
Katherine was spotted shamelessly undressing and redressing herself, transforming from her neon pink and black cycling outfit to a more work-ready white pencil skirt and turtleneck top.
But the American beauty gave onlookers an eyeful when she unwittingly flashed her knickers during her rapid wardrobe swap.
While most would be left red-faced, Katherine had an excuse for her peculiar behaviour because she was filming scenes for her new CBS show called Doubt.
The mother-of-two was joined by her co-star Dulé Hill, 40, who played the perfect gentleman by clutching on to her handbag while she was otherwise occupied.
The crew are currently filming a reboot of the pilot episode, with Katherine being cast as successful defence lawyer Sadie Ellis alongside Orange Is The New Black star Laverne Cox who will play a trans Ivy League-educated attorney.
Meanwhile, Katherine’s husband Josh Kelley recently spoke out to defend her after she was branded “difficult” for blasting her own 2007 film Knocked Up.
I mean, it’s very interesting because somehow a bunch of haters just created a whole thing that she’s ‘difficult’,” he said. “That girl’s never been late, never missed a mark, she’s the least ‘difficult’ person in the world.
“I’ve been to every movie set since we were together, and everybody loves her. “So it’s really interesting how people can make s**t up and then it can get a heartbeat.”