The former footballer, 38, looked typically toned as he weaved between scaffolding and air vents on the roof of the Old Truman Brewery in Brick Lane, Shoreditch.
He was filming another shoot for highstreet retailer H&M, who took to their Instagram account to share a few behind-the-scenes pics.
Instagram: Victoria Beckham
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"Get a sneak peek from the new #BeckhamForHM campaign shoot that is taking place as we speak! Stay tuned for more!" they wrote.
His wife Victoria also shared an image from the shoot. "Run Forrest run" looking amazing for H & M x vb,' she said.
David caused quite the stir in the East London location, with onlookers excitedly tweeting about his presence. "He did what looked like some stretching, then he pulled off his vest," said one.
"He was running over some pipes like he was a stuntman. There was some blackout screens for the films scenes so he didn’t stop traffic but the girls who spotted him had the best lunch break of the year!"
The video and TV advert will be screened in February.
It has been two year s since David began working with H&M on a bodywear range. A H&M spokesman said, "David Beckham has begun filming in London. It is for a new H&M collection.
"We are very happy to continue the collaboration with David and are looking forward to launching a new collection and campaign in February next year.
"Closer to launch we’ll reveal more details about the new campaign and collection."