The pair, who play Sherlock and Dr Watson respectively, have been snapped filming scenes for the third series outside their famous residence at 221B on Baker Street, on Wednesday.
On Monday, Cumberbatch caused a stir during filming when he used the attention from photographers as an opportunity to share his concerns on some political issues.
He held up four handwritten sheets of A4 paper completing a message that appeared to question the government's attitude to civil liberties in the UK.
His decision to speak out on political issues comes not long after he completed filming on 'The Fifth Estate' film in which he plays Julian Assange, founder of the WikiLeaks secrets-sharing site.
The 'Star Trek' actor recently told Entertainment Weekly that the cast have been grafting to make sure they bring something new to the series.
“[It's] really hard work because it wouldn’t be a good show unless we were trying to evolve it and set ourselves new challenges and standards,”he said.
“But I love it. I’m very fond of playing [Sherlock]. You’re in for a treat this series,” he added.