Last week, former Grey's Anatomy star Patrick Dempsey confirmed on Instagram his involvement in the film, to play a rumoured new love interest for Bridget.
He wrote: "Nice to be working in England. Renee and Colin are an absolute joy to work with. A good couple of days rehearsing at Pinewood Studios. I really like it here."
Plot details are being kept under wraps, but it is understood the film will not be based on Fielding's latest novel, Mad About the Boy.
Director Sharon Maguire, who was at the helm of the first Bridget Jones's Diary in 2001, will also be returning to her chair, and One Day's David Nicholls and Fielding have penned the screenplay.
Production for the third instalment started in the UK on Friday.
Zellweger previously starred in Bridget Jones's Diary and the sequel, Bridget Jones: The Edge of Reason, three years later in 2004.
A third film has been talked about for years, but Zellweger was only recently confirmed for the role.