The Irish actor currently plays Ser Davos Seaworth in the HBO fantasy drama Game of Thrones.
"Flew from Dublin to Cardiff yesterday to be a corpse today," he wrote on Twitter. "I rehearsed the scene after a few pints last night."
Cunningham added that his tweet was "definitely not" related to his role in Game of Thrones.
"[It's related to] a different job," he insisted.
He later wrote: "Been filming with the wonderful Richard Wilson. Can you believe it?"
Wilson plays Gaius in the BBC series, which concluded its fourth run on Christmas Eve 2011.
Cunningham has previously appeared in episodes of Strike Back, Outcasts and Murphy's Law. His film credits include 2001's Dog Soldiers and 2011's War Horse.
Merlin creators Johnny Capps and Julian Murphy previously told Digital Spy that the series could continue beyond the upcoming fifth run.
"We've always planned five series, but it depends on how popular the show is," said the pair. "There's every possibility it could continue."
> Katie McGrath on the Merlin finale, series five and movie
Watch a clip from the last series of Merlin below: