Representatives from the Tudor house and orangery have not commented on what production is using the location, but have said that the gardens and parkland - as well as the courtyard, garden shops and the cafe - will remain open to the public.
A spokesperson said: "Making the decision to close the house (or any of our other visitor attractions) is never taken lightly and we apologise for any inconvenience or disappointment this may cause."
Burghley House has recently been seen on screen in the popular BBC series Mortimer and Whitehouse: Gone Fishing, which aired on September 5.
In May of this year, Warner Bros trucks were spotted at the stately home, revealing it as a set for the upcoming Batman movie.
The manor was also used as a stand-in for Windsor Castle in series four of Netflix show The Crown. Series five of the royal drama was set to begin filming in June, but no official filming locations have been announced.