The Piece Hall Trust released images taken of the set built in the 18th-century cloth hall's courtyard earlier today.
A group of actors portraying dignitaries can be seen standing on a wooden platform addressing a crowd.
The Grade I-listed Piece Hall opened in 1779 and was a focal point of trade and commerce in Halifax during Anne Lister's lifetime, when the town was industrialising rapidly.
Anne herself made references to attending events at The Piece Hall in her diaries, including a hot air balloon launch, and she also conducted business there.
Gentleman Jack filming has been taking place in various Yorkshire locations over the past six months.
Many scenes have been shot in historic buildings and streets in York - the city where Anne attended school, 'married' her lover Ann Walker and often socialised - and more recently in Saltaire, where a set including a public house and shops was constructed near Salts Mill in the UNESCO World Heritage Site.
The cast have also ventured to Bronte Country for scenes at Penistone Hill Country Park near Haworth, and the real-life country home of Anne's schoolfriend and lover Isabella Norcliffe, Langton Hall near Malton, has also been used. Isabella, played by Joanna Scanlan, is introduced as a character in the new series.