Eyewitnesses report that around 20 crew members have convened around the Farmiloe Building in St John's Street, which will double up for Gotham City's Police Station in the completed superhero adventure.
A source told DS that a "strong security presence" has been enforced and local business have been warned to "expect sounds of gunfire" from the shoot.
Speaking to Hollywood Chicago, another insider claimed to have been told by security that onlookers will "definitely see people entering and leaving" the set during filming next week.
They were also informed that the interior set of the Gotham Police Station "looks amazing".
The Dark Knight Rises recently wrapped scenes in Jodhpur, India and will later shoot in Pittsburgh, Los Angeles and New York.
The Dark Knight Rises, which stars Christian Bale, Michael Caine, Anne Hathaway and Tom Hardy, is due for release on July 20, 2012.
Watch Dark Knight Rises actor Gary Oldman discuss the film below: