He also shared his first look from the film dressed as a cowboy. "Tonight we start filming..." Stallone wrote in one post.
"Comes a Horseman Wild and Free. @rambomovie #rambo5," he wrote in another.
The film will be directed by Adrian Grunberg and scripted by Matthew Cirulnick.
Rambo Remake: Tiger Shroff ‘blessed’ to step into Sly’s shoes; ‘Original’ Rambo wishes luck to the makers!
In May, Stallone confirmed that "Rambo 5" is slated to be released next autumn.
The Hollywood action star will next be seen in "Creed 2", reprising arguably his most famous role of boxing legend Rocky Balboa.
The sequel, featuring Michael B Jordan as Adonis Creed, will hit theatres November 21.
Salman to Stallone: Hope ‘Creed II’ becomes as big as ‘Rocky’
(PTI)