Lawrence stars again as Katniss Everdeen in the second film to be adapted from Suzanne Collins's novels, alongside Josh Hutcherson and Liam Hemsworth, who also attended.
The Silver Linings Playbook star, who has won a best actress Oscar since she last appeared as Everdeen, admitted she loved having the chance to play a strong female character.
She said: "It's really exciting, we don't see a lot of females in positions like this hero part that Katniss is."
But Lawrence said her fellow cast members had not been overwhelmed by her Oscar and saw it as a way to tease her.
Asked if they had been in awe of her win, she said: "No, not at all, no. If anything, it made me a target."
Hutcherson, who plays Peeta Mellark, agreed: "No, not at all, we were not awed at all. First of all, because we expected it so much because she's so brilliant.
"But on top of that, she's our friend. We were so happy for her and congratulatory, but it was right back to work. We didn't really have time to get shocked and awed at all."
The Hunger Games follows a society where teenagers are chosen from each district to fight to the death in a televised contest.
In this instalment, Katniss and Peeta become targets of rulers the Capitol after their success in the 74th Hunger Games sparks a rebellion in the districts of Panem, which they are touring as victors.
Other members of the film's cast on the red carpet in London's Leicester Square were Elizabeth Banks, Sam Claflin, Jena Malone, Jeffrey Wright, Willow Shields, Stanley Tucci, Donald Sutherland and director Francis Lawrence.
The Hunger Games: Catching Fire is due to be released in cinemas on November 21.