The images show Ferrell sporting a leather jacket and multi-coloured t-shirt as he walks along Victoria Street.
Banners with 'Eurovision' written on them have been put up there, while film crews and extra were also seen outside The White Hart Inn, Grassmarket, earlier on Wednesday.
Traffic in Grassmarket, West Bow and Victoria Street will be held for short periods today as required between 7am and 2pm.
The two play Icelandic singers who are given the opportunity to perform at the famous song contest when it was held in the Scottish Capital in 1972.
On Tuesday, the two were seen on embracing on a Calton Hill bench as they filmed a scene in which the co-stars almost kissed.