The look was rounded off with side-burns and the type of hair cut that invited comparisons to rocker brothers Noel and Liam Gallagher from Oasis.
His wife and co-star Isla Fisher told the Press Association that she would have liked it if he had put trousers on - but hailed Cohen's latest offering as her "new favourite" character.
On working with her "perfectionist" husband, she said: "He really pushes himself to make the scene better, he is really inspirational."
Known for playing characters such as Ali G, Bruno, Borat and the Dictator, true to form the actor turned up to the red carpet in character.
The film is about Norman "Nobby" Butcher and is set in the Lincolnshire town of Grimsby.
It tells the story of Nobby and his wife, played by Rebel Wilson, and their nine children, as the English football hooligan tracks down and meets his long lost brother played by Mark Strong.
Nobby discovers his sibling Sebastian is a spy and in the process of reuniting, he gets caught up in an undercover espionage mission.
Cohen, who admitted he was "freezing" on the red carpet, described the film as a "beautiful story" about family and reconnecting.
"We reconnect by blowing stuff up and killing people," he joked.
In character, he claimed Grimsby is already on the map, adding tongue-in-cheek: "We are the international childhood obesity winners, we are the first town to win 100% unemployment."
Strong, who has appeared in the Imitation Game and Zero Dark Thirty, said he chose to work on the film because it "isn't his usual style".
"You have to always challenge yourself and do something different. It is a comedy, it is fun, it is with Sacha - I am a great fan of his, it was a no-brainer," he said.
Describing his time off set as "a lot of fun", he said it was "chaos" working with Cohen and that they were improvising most of the day.
Actor Ricky Tomlinson also described working with Cohen - who was in character all day - as "manic" and "hyper".
"I thought I was a lunatic until I worked with him," he told the Press Association. "I was also working with Johnny Vegas and John Thomson who are my mates anyway - I had a ball."
The scouse funny-man added: "If there are any bombs after the premiere, we will know if they (the people of Grimsby) are upset by the film or not."
Cohen has a habit of appearing on the red carpet in character.
In 2012, he arrived at the Oscars as Admiral General Aladeen from his filme The Dictator, flanked by uniformed female bodyguards and carrying an urn which he claimed was filled with the ashes of former North Korean leader Kim Jong-Il (they were, in fact, flour).
He was escorted off the red carpet after pouring the urn over host Ryan Seacrest.
Fans were also treated to the spectacle of the actor as flamboyant fashion critic Bruno in 2009.
Bruno wore tiny leather shorts and a bearskin cap for the London premiere while for the Austrian premiere he donned glittery lederhosen - and in California, a tight, revealing military outfit.
For the London premiere of Borat, Sacha arrived in a cart led by a mule, filled with Kazakhstan "natives".
Describing Grimsby as "three movies in one," the director, Lous Leterrier said he loves the film.
He said: "If you imagine how insane Borat was, this was kind of the appetiser of a 12-course meal, it is absolutely insane. We barely got the rating."
On working with Cohen, he said: "It changes your life, I learnt so much as a director - I come very prepared, he is very prepared too but he is also free-forming a lot."
COMMENT RULES: Comments that are judged to be defamatory, abusive or in bad taste are not acceptable and contributors who consistently fall below certain criteria will be permanently blacklisted. The moderator will not enter into debate with individual contributors and the moderator’s decision is final. It is Belfast Telegraph policy to close comments on court cases, tribunals and active legal investigations. We may also close comments on articles which are being targeted for abuse. Problems with commenting? firstname.lastname@example.org