Chapter House Street and Ogleforth were both used in the shoot, and photos taken by the Minster show actors in costume and authentic market stalls selling goods from the period.
Gentleman Jack tells the story of Britain's first 'modern' lesbian - landowner Anne Lister, who lived at Shibden Hall near Halifax. The story is set in the 1830s - an era when homosexuality was taboo.
The 'Gentleman Jack' nickname referred to her love of stereotypically male pursuits such as shooting. Her diaries and correspondence contain references to a number of same-sex relationships and she never married.
The joint BBC and HBO production - due to air in 2019 - will focus on her relationship with another wealthy woman, Ann Walker, from 1832 onwards. The couple even got engaged and attended a church in York to take communion together.
They were travelling through eastern Europe when Lister died from complications caused by an infected insect bite at the age of 49.
Lister's scandalous and erotically-charged diaries, which were written in code, were hidden behind a panel in Shibden Hall by a relative after her death, and were not discovered until the 1980s.
The cast have already been spotted filming in Huddersfield and are due to head to the Danish capital of Copenhagen. Suranne Jones will star as Lister with Sophie Rundle as Walker, and Happy Valley's Sally Wainwright will direct.