After arriving at Nice airport on Monday 7 May, they made their way to Cannes, before heading for a Cannes jury dinner at Hotel Martinez.
Taiwanese actor Chang Chen, singer-songwriter Khadja Nin and Loveless director Andrei Zvyagintsev comprise the rest of the jury.
This year's festival has seen organisers set up a helpline for victims to report sexual abuse at the annual event, in the wake of the #MeToo movement.
She said: "Is (#MeToo) going to have a direct impact on the film in competition this year, six nine months on?"
Questions of gender equality are especially pointed at Cannes, which for the last 20 years had been a seaside playground for Harvey Weinstein, long one of the festival's most ubiquitous operators.
Although she has never won anything at Cannes, her performance in "Carol", where she played one half of a couple of illicit lesbian lovers, earned her rave reviews in 2014.
"There are many women on the jury but I wish there were more in competition", she told French radio Tuesday. Would I like to see more women in competition?
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Three of the films in the competition are directed by women: Nadine Labaki, Eva Husson and Alice Rohrwacher.
The council aims to present the kingdom's movie production capabilities and filming locations, as well as enabling the movie producers of the country to build networks with global filmmakers, the statement added.
The festival's director Thierry Fremaux said on Monday that "cinema has always been in the hands of men". Blanchett said. "Absolutely." She added that she "hoped" would happen in the future.
Serious doubts also hang over whether Gilliam's Pythonesque movie will be allowed to close the festival after it became embroiled in a bitter legal battle over who owns the rights. Juries, she noted, have in recent years been split equally, with the president tilting the scales. Chastain, while not connected with any film playing at the festival this year, will in a way still be influencing the conversation.
Australian actress Blanchett said it will take time to ensure gender parity in the film industry. "It has been irritating to me to think that I'm in Cannes because I'm a woman filmmaker and that now, with everything that's happening, the world has chose to put females in the spotlight". The Han Solo spinoff "Solo: A Star Wars Story" is set for an global premiere on May 15. Speaking about the somewhat ridiculous task of picking the "best" piece of work in a medium so subjective, Blanchett said, "You have to accept that the task is impossible. without having a single conversation about any of the films here, I can say that we will disappoint and confound".
Another Iranian with a movie in competition, Jafar Panahi, will be unable to attend the festival as he is officially banned from film-making by his government.
As we know that women have been stopped on the Cannes red carpet in previous years for not wearing high heels, and its dress code has been condemned as sexist.
Pointedly, however, he has not risked giving von Trier a press conference this time for his new serial killer flick, "The House That Jack Built" with Uma Thurman and Matt Dillon.