Dozens of people are busy carrying set and filming equipment into the historic building, a huge light has been positioned over The Piece Hall and there are lots of trucks and other vehicles parked up.
A crowd of extras has been seen gathering outside one of the entrances including some in what looked like traditional Russian costumes.
The car park at Eureka! is also busy with movie trailers, catering van and other vehicles.
There has been no sign of any of the stars, including Samuel L Jackson, yet. The Hollywood superstar was spotted in Leeds city centre on Sunday (Jan 23) after having selfies with fans outside a restaurant in West Yorkshire on Friday night.
A star cast will be appearing on the show, including Samuel L. Jackson reprises his role as Nick Fury, Ben Mendelsohn as Talos and Cobie Smulders as Maria Hill.
Additionally Olivia Coleman, Emilia Clarke, Killian Scott, Christopher McDonald and Carmen Ejogo have been cast in undisclosed roles. Kingsley Ben-Adir will be portraying the ‘lead villain’
Both Smulders and Clarke were spotted in Leeds on Sunday afternoon.
The Piece Hall is shut until Tuesday, February 1, while filming takes place. Eureka is also closed, until Friday.
The upcoming American miniseries, created by Kyle Bradstreet, will be available to watch on Disney+ upon its release.