Arnold Schwarzenegger has begun filming “The last stand" in New Mexico and Nevada, along with co stars Forest Whitaker, Luiz Guzman and Johnny Knoxville.

It is the actor's first movie role since stepping down as governor of California and admitting to fathering a child with the family maid.

Lionsgate studios said Schwarzenegger, 64, has begun work on the set of The Last Stand, directed by South Korean Jee-woon Kim, in which the actor will play his first starring role since 2003's Terminator 3: Rise of the Machines.

Schwarzenegger, who stepped down in January after seven years as governor of California, will play a former Los Angeles cop who becomes a small town sheriff on the Mexican border, where he hunts a drug trafficker wanted by the FBI. The film is due to be released in 2013.