While walking the streets of Paris on Saturday, a gust of wind blew up Elizabeth Olsen's dress in true Marilyn Monroe fashion—but she was able to keep her cool.

The "Avengers: Age of Ultron" star—who was there for the start of Paris Haute Couture Fashion week at a Miu Miu event—was quickly caught off guard when her chic black and white dress flew up, revealing her nude underwear, according to Us Weekly.

While posing for photos outside of the event, Mary-Kate and Ashley Olsen's younger sister made some surprised faces as she realized what was happening, but she was eventually able to laugh the whole thing off gracefully.

The event was the launch of the first Miu Miu fragrance for its upcoming 2016 collection, according to E! News. Kiernan Shipka, Maggie Gyllenhaal, Peter Sarsgaard and Kate Moss were among the large crowd of celebrities in attendance.

It's unclear if Olsen was attending this event with or without a date. Rumors have been going around lately that she's been "hooking up" with her "I Saw the Light" co-star Tom Hiddleston. The news came just a few months after she ended her three-year relationship with ex-fiancé Boyd Holbrook.

Head over to The Daily Mail to see photos of Olsen's Marilyn Monroe moment!