The Hollywood star, 58, was flanked by an entourage as he made his way across the set on Tuesday – wearing a face mask, navy blue roll-neck sweater, trousers and boots.
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Cruise, whose screen credits include the Top Gun and Jack Reacher films, was seen clambering on top of a carriage while apparently filming a stunt.
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Hundreds of crew were seen setting up for filming in the village of Levisham on the North York Moors near Pickering, which appeared to involve the use of a modified train and tracks.
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Cruise had earlier arrived on a helicopter, and a logistics base has been set up some 20 minutes away from the film set.
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The actor has been working on a new Mission: Impossible film, reprising the role of spy Ethan Hunt alongside Hayley Atwell.