The actor, 61, was seen filming The Choral, a film that tells the story of a community that recruits teenage boys to start a choir during the war.
It is currently being filmed in Saltaire, but the production will be set in the fictional town of Ramsden in 1916.
The film, which has been directed by Nicholas Hytner, also features BAFTA award winning actor Sir Simon Russell Beale and Paddington star Jim Broadbent.
Photos taken on Tuesday (Jun 11) show Fiennes, who will play a character called Dr Guthrie, walking around the film set in a brown suit.
Another image shows an old-fashioned horse and carriage on the set and a different photo shows a group of extras lined up outside a post office.
Saltaire, which is is an Unesco World Heritage Site, has been transformed for the filming and pictures show how local shops have been given vintage facades.
The village has also been used as a filming location for other productions including Netflix drama The English Game and Agatha Christie adaptation The ABC Murders.
2. The Choral
The Choral, from Alan Bennett, continues filming in SaltairePhoto: Lee McLean/SWNS
3. Saltaire
A street in the Saltaire is transformed into 1916 YorkshirePhoto: Lee McLean/SWNS
4. Ramsden
The Choral takes place in the fictional town of Ramsden, Yorkshire, in 1916.Photo: Lee McLean/SWNS