The actor, who plays wealthy barrister Olly in the drama - based on Blake Morrison's novel - took to the water with co-star Shaun Evans, as the two characters undertake a sporting challenge which sees them swimming in the North Sea.
And despite the fact that Penry-Jones said the water was 'freezing', he did not shy away from stripping off for the cameras.
'That's my bottom you see in it,' he said of the scene, 'I don't need a bottom double.'
The three part thriller sees the two actors as old university friends who are reunited over an August bank holiday weekend - only for Olly's behaviour to become increasingly erratic after he reveals a dark secret.
And Penry-Jones wasn't the only one who fell foul of the cold weather during filming. His co-star Genevieve O'Reilly, who plays Olly's glamorous wife Daisy, spent much of her screen time wearing just a bikini - and admitted it wasn't easy.
Read more: http://www.metro.co.uk/tv/909026-rupert-penry-jones-bares-all-in-the-last-weekend-swimming-scene
