The 47-year-old actor - who plays the lead role in the Marvel film - was seen fighting off men wearing black outfits at NASA's Michoud Assembly Plant in New Orleans.
The scene took place in front of a green screen and dust was blown over the set, an onlooker revealed to The Sun Herald newspaper.
Meanwhile, producer Simon Kinberg previously revealed 'Wolverine 3' is set to be an R rated movie with a "violent" and "western tone".
He said: "It's a very radical, bold, different Wolverine than you've ever seen in any of these movies.
"It takes place in the future, and as you and others have reported, it is an R-rated movie. It's violent; it's kind of like a western in its tone. It's just a very cool, different film.
"I'm not sure what I'm allowed to say. But I will agree with you that Patrick Stewart was rumoured to be a part of that film."
And Hugh recently admitted the "insane diet and training regime" he has to be on before filming begins is "annoying".
He shared: "Wolverine is very determined and visceral. It's not just his anger that drives him, although he obviously uses anger to his advantage.
"I don't get angry while playing him. I get more annoyed in the months leading up to the start of filming and having to go on this insane diet and training regime in order to put on 25lbs and bulk up. You'd be angry too if you were eating 6000 calories a day and bench-pressing 350lbs."
