Press reports from last year suggested the veteran actor had been cast in a film called Living, set in 1950s London.
The screenplay is by Nobel and Booker Prize winner Kazuo Ishiguro.
Nighy is known for his roles in Love Actually, The Best Exotic Marigold Hotel and About Time, among many others.
Sussex Film Office, which provides permits for productions across Sussex, said it would be able to provide more information when filming here had finished.
See our pictures from earlier today, here.
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Bill Nighy at Worthing Lido. SUS-210615-175926001 Photo: EDDIE MITCHELL
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Bill Nighy at Worthing Lido. SUS-210615-175914001 Photo: EDDIE MITCHELL
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Bill Nighy at Worthing Lido. SUS-210615-175938001 Photo: EDDIE MITCHELL
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Bill Nighy at Worthing Lido. SUS-210615-175950001 Photo: EDDIE MITCHELL