The 37-year-old singer, who recently sang upcoming single 'Losers' to surprised fans on Chatroulette, began shooting in East london's Spitalfields yesterday and required a stunt double for a scene in which he gets hit by a car.
He also performed the Mobot on set and mimicked Jamaican sprinter Usain Bolt's winning pose. Skins actress Kaya Scodelario is also said to feature in the video.
The star, dressed head-to-toe in chainmail, accompanied the picture with the tweet: "Like a boss."
He then added: "Day 2. With wings."
Last month, it was reported that his album was close to completion. Williams and actress wife Ayda Fields are currently expecting their first child together.