The star-studded show features an impressive cast, including Emmy nominee Edgar Ramirez, Ismael Cruz Cordova, as well as American Horror Story's Lily Rabe and Noah Jupe, who plays Nicole and Hugh's son Henry.
Donald Sutherland and Catherine Stamper also make up the stars in the show.
VIDEO: Nicole Kidman is grilled by The Undoing co-star Hugh Grant
Fans are already gripped on the mini-series and are desperate to find out who killed Elena, a new mum at Grace and Jonathan's son Henry's private school, following the first nail-biting episode.
Who killed Elena in The Undoing?
Taking to Twitter to discuss their theories, one wrote: "The obvious choice is to say Jonathan is the killer but what if it was both him and Grace who are the killer couple! Grace's memories can't be trsuted! She knows not just more than she lets on she knows it all!"
Another wrote, referring to Grace's husband: "So Elena knew her husband and possibly had an affair with him and he killed him?"
Does Grace Fraser know more than she is letting on?
A third added: "Got 30 minutes into this and deducted that the dead woman was having an affair with Hugh Grant, who killed her, which is why he said a patient died, and why they left the party at the same time."
Is Jonathan Fraser guilty?
A fourth guessed: "Right, having looked at this whole first episode I have decided that Hugh Grant has killed the lady, the baby is actually his and he's on the run. I'm not sure if he is actually Jonathan Fraser either."
Nicole and Hugh had the best time working alongside each other, having been friends for many years.
Chatting to Marie Claire with Hugh, the star said: "Well, I like you. So that was a really easy part… Because there was something very relaxed, obviously, because I'm Australian and you're British, we have that… I don’t know, it’s just a sense of humour. It’s good chemistry."
Nicole Kidman and Hugh Grant play husband and wife in the thriller
Hugh agreed and Nicole continued: "We talked... I trust you. But that's also part of working together, I think, when you really click, then you sort of sit and you do talk and you share things and you open up.
"You're incredibly honest. I'm always like, ‘Hugh, shush, you can't say that.’"
Read more HELLO! US stories here
Like this story? Sign up to our newsletter to get other stories like this delivered straight to your inbox.