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.
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.
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.
Cruise had earlier arrived on a helicopter, and a logistics base has been set up some 20 minutes away from the film set.
The actor has been working on a new Mission: Impossible film, reprising the role of spy Ethan Hunt alongside Hayley Atwell.