The AMC drama, which will begin its 16-episode run in late 2012, plans to focus the new series on an industrial prison complex in Woodbury, where the group will encounter a society of survivors run by the Governor.
The new behind-the-scenes video catches up with the Walking Dead cast as they film the first episode of season three, wherein the characters reach the prison for the first time.
"It's a journey into the unknown and it's a huge gamble, but it shows how desperate they are," Andrew Lincoln, who plays Rick Grimes, teased of the opener.
"We have to do something that we otherwise would never do to put ourselves in this kind of jeopardy. The pace of it is darker, harder, faster, deeper. It's incredibly dangerous and it's thrilling."
The Walking Dead exec Robert Kirkman recently promised that the show's third season will "blow people away".
The third season will premiere in the UK on FX in the autumn.