The actor was photographed in Los Angeles while filming for the project. He is seen handling a gun while moving towards a car with co-star Michael Peña nearby.
End of Watch revolves around the friendship and partnership of two cops, and will also star Twilight's Anna Kendrick and Ugly Betty's America Ferrera.
Jake Gyllenhaal witnessed Los Angeles gang violence firsthand while filming for the movie last month.
Matt Damon has also sported a new shaved hairstyle in the past week, while appearing at a teacher's rally in Washington DC.
> Anne Hathaway: 'Jake Gyllenhaal could be a nightmare'