The actor will film three scenes in North Africa within the next three weeks, Variety boss Peter Bart reports on his blog.
Cruise plays German officer Col. Claus Von Stauffenberg in the movie, which revolves around an assassination attempt on Adolf Hitler.
Bart claimed that early reviews of the film were positive, saying: "Several people I trust... testify that it's a superb thriller." He quoted one source as saying that director Bryan Singer is back on form after 2006 outing Superman Returns.
Valkyrie's release date was recently pushed back to February 13, 2009.
> Singer plays down 'Valkyrie' rows