Camera teams have been busy setting up since yesterday at the museum which has featured in the show since 2013.
Filming is already well under way on the fifth series, which will be screened on BBC One for the first time in 2019.
Scenes have been shot on location in Manchester and Stoke over recent weeks. And trailers arrived in the museum car park in Tipton Road, Dudley, on Thursday morning to begin setting up.
Filming is often kept a closely-guarded secret at the museum, with it unclear how long crews may be on set.
Star Cillian Murphy, who plays head of the Brummie street gang Tommy Shelby, has filmed scenes in Dudley in previous years.
Arthur Shelby, played by Paul Anderson; Michael Gray, played by Finn Cole; Sophie Rundle, who stars as Tommy's sister Ada Thorne and aunt Polly, portrayed by Helen McCrory, are also all set to be returning.
The end of series four saw the Shelby family take more power than ever before after Tommy was elected as an MP for Birmingham South.
Peaky Blinders creator Steven Knight says the gritty gangster thriller could be set for the big screen - after it scooped its first BAFTA gong in May.
The stylish crime epic saw off competition from big budget Netflix series The Crown and the critically-acclaimed Line of Duty to win best drama.
Knight, a former Streetly School pupil, who grew up in Streetly before moving to Birmingham, said he hoped the show would return for a further three series and even a film.
Knight said: "Our ambition is to make a story of a family between the two World Wars.
"I've always wanted to end with the first air raid siren in Birmingham in 1939.
"We're getting approached to do all kinds of things - the ballet, the musical and the movie would be great.
"I wouldn't want to do it at the very end but maybe in between two of the series."