Hampton Court Palace at the weekend.
Visitors to Bushy Park said they saw areas cordoned off and security staff explained filmmakers were using parts of the historic building.
Richmond Park was transformed into a gypsy camp in October last year when actors and crews shot scenes for the sequel to the 2009 hit film, starring Robert Downey Jr as the famous detective, with Jude Law as Dr Watson.
A source at Hampton Court Palace said parts of the building had been converted into a film set, but could not confirm whether it was for the movie.
The palace said “there are currently works taking place” in the Tudor kitchens until Friday.
Julie Hill, of Sherland Road, Twickenham, visited Bushy Park on Sunday and said security staff directed visitors’ cars on to the grass, as the Tarmac area of Upper Lodge Road car park was reserved for the crew’s vehicles.
Written by Paul Teed