The glimpse of the new ring came just days after reports that the 38-year-old actress was planning to wed Sean Penn emerged, reported Ace Showbiz.
In the photograph, the actress, who was wearing minimal make up, was trying to cover her face with a white jacket. A diamond ring could be seen as she lifted her left hand.
Theron and her boyfriend are reportedly set to tie the knot in her native South Africa later this summer.
The couple is currently filming new movie 'The Last Face' in South Africa, in which she is starring and Penn is directing.
Theron and Penn had been friends for 18 years before they started dating each other. This will be the first marriage for Theron and third for Penn, who previously married Madonna and Robin Wright.