The company said it did not violate its contract with her and she is not entitled to the $1 million (£510,000) she has demanded.
Thurman, 38, claims she appeared on Canadian billboards and Asian web sites after her contract expired.
But Lancome said those issues were not its responsibility.
The French firm has filed papers in Manhattan's state Supreme Court.
Lancome's lawyer, Peter D Raymond, said his client "couldn't control everybody out in the world".
