But a closer look revealed the British funnyman wasn't going on an aerobic workout, he was filming his new comedy Get Him To the Greek with co-star Jonah Hill.
Russell plays British musician Aldous Snow while Jonah's character is Aaron Green – a driven, idealistic young college graduate who works as an intern at a record company. Aaron gets his big break when he is given the task of transporting the flaky singer from New York to LA's Greek theatre.
The movie - a spin off from Russell's 2008 effort Forgetting Sarah Marshall - also features an appearance by P Diddy.
Russell's profile continues to rise across the Pond with the recent announcement the 33-year-old will present the MTV Video Music Awards for a second time in September.
"We are thrilled that despite numerous death threats from Jonas Brothers fans, Russell Brand has accepted our offer to put his life on the line and host the VMAs again this year," joked an MTV spokesman, announcing the news.
Last year, Russell's jibes about the pop sibling's chastity vows, didn't go down too well with followers of the singers. This year, he has promised to be on his best behaviour at the ceremony, however
"I am delighted to have the opportunity to take over NYC," quipped the Essex-born comic. "This is the perfect opportunity for the United Kingdom to regain control of our former colony."