The film, starring Bruce Willis, Samuel L Jackson and James McAvoy, is the final chapter in a superhero trilogy that also includes 2000's "Unbreakable" and last year's surprise hit, "Split."
The stars and others are expected to film at the former Allentown State Hospital starting Monday. Sharon Pinkenson, director of the Greater Philadelphia Film Office, says the set will be closed, so stargazers won't have a chance to see the cast.
Shyamalan, who was raised in Lower Merion Township, began filming earlier this month in other locations in Philadelphia.