Tenerife and Jeddah built the world of In the Grey: The real filming locations

Early production took place at the Real Casino de Tenerife in Plaza de la Candelaria in Santa Cruz de Tenerife. The historic square – flanked by the Chamber of Commerce and the Casino's neoclassical facade – provides a grand European urban setting for the plot's early intrigue.

Filming also took place at the Port of Santa Cruz de Tenerife, where a production still shows Jake Gyllenhaal at centre and Abdul Alshareef at right during filming, with the Floatel Reliance clearly visible in the background. The Floatel Reliance is a massive semi-submersible accommodation and construction support vessel that has frequently been docked at the port

The production moved to San Andrés – a small coastal village on Tenerife's northeastern shoreline, nestled at the base of the Anaga Mountains – to film at the fishing dock and through the village streets. The San Andrés fishing dock appears in the film during the coastal operations.

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Las Teresitas Beach – the long crescent of golden Saharan sand at the foot of the Anaga Mountains – is the setting for the film's beach sequences and chase scenes.

Teide National Park features in the inland chase and transport sequences. Mount Teide – at 3,715 metres, the highest peak in Spain and one of the largest volcanoes in the world – and its surrounding lava fields provide the film's most elemental landscape environments.

Portions of the high-stakes action scenes were shot in Jeddah, Saudi Arabia, with support from the Red Sea Film Foundation. Jeddah Sea Port was used for maritime and coastal backdrop scenes – its working port infrastructure, its Red Sea waterfront and its position as one of the Arab world's most significant maritime commercial hubs giving the film's port sequences an authentic scale and industrial texture. The desert near Jeddah was used for expansive, high-intensity outdoor action sequences showcasing the Kingdom's dramatic arid terrain.

In the Grey opened May 15, 2026.