Mr Strauss-Kahn, who was accompanied by a woman named as media executive Myriam L'Aouffir, is said to be separated from his super rich wife of 20 years Anne Sinclair, one of France's best loved journalists.
Earlier in the festival, the New York sex scandal that destroyed his career and political ambitions returned to Cannes as clips of an upcoming film about it leaked onto the internet.
Mr Strauss-Kahn was the talk of the festival two years ago when he was arrested in New York on sexual assault charges.
In the upcoming film, British actress Jacqueline Bisset plays Sinclair with Gerard Depardieu as Mr Strauss-Kahn. The film was shown to potential buyers but not the press at this year's festival.
Mr Strauss-Kahn last December agreed a financial settlement with the hotel maid whose 2011 allegation of sexual assault forced him to resign from the International Monetary Fund.
He is still being investigated in France as part of a probe into allegations that he procured prostitutes for sex parties in Europe and in Washington.
Mr Strauss-Kahn has also tried to ban a book titled Beauty and the Beast about his affair with the author Marcela Iacub. He says the work was "despicable and false" and wreaked "havoc" on his personal life.
A Paris court in February turned down his attempt to stop the book going on sale.
Every copy will, however, have to carry an insert, a move expected to delay the launch. Lawyers have not specified what they want it to say.
Mr Strauss-Kahn's New York arrest ultimately destroyed his ambitions for the French presidency.
A gifted orator, fluent in English and German, the silver-haired high-flier had been seen as a likely challenger to president Nicolas Sarkozy in the 2012 election.