He's on the New Mexico set of "The Last Stand," playing the starring role as a small town border sheriff.
The actor posted a message on his Twitter account late Monday saying, "Fantastic first day on the set of The Last Stand. Big thanks to the crew - keep up the great work."
The Lionsgate studio says Schwarzenegger plays a former Los Angeles police officer who ends up sheriff of a small border town after a botched operation.
The movie is a modern day Western about convicts making their way to the Mexico border through New Mexico after escaping from a Las Vegas prison.
"The Last Stand" is being directed by Kim Jee-Woon.