Parts of the city have been transformed to look like New York - complete with yellow taxis and US police cars.
The filmmakers have primarily worked in Gold Coast studios, but on Monday closed off a handful of Brisbane's streets to film outdoor scenes.
Producers have promised to keep traffic disruptions as brief as possible.
This is the third film in a series based on the Marvel Comics superhero, who is in turn modelled on the Norse god of thunder.
The film's plot has been kept closely under wraps but involves Thor taking on an apocalyptic threat.
The film is slated for a release in November 2017 and also stars Sir Anthony Hopkins, Cate Blanchett, Mark Ruffalo and Jeff Goldblum.
The production is expected to inject about A$100m (£60m, $75m) into the local economy.
(BBC News)