The actor quietly slipped into Toronto for a couple of days last week to complete work on the thriller, also starring Julianne Moore.
A publicist for the Atom Egoyan film "Chloe," Lisa Ghione, said Neeson completed his scenes on Friday, and the shoot wrapped Saturday.
Richardson died March 18 at a Manhattan hospital after after falling and hitting her head during a ski lesson at Quebec's Mont Tremblant two days earlier. The New York City medical examiner's office said Richardson suffered from an epidural hematoma, which causes bleeding between the skull and the brain's covering. She wasn't wearing a helmet when she fell.
The Tony-winning actress was buried at a private ceremony in upstate New York on March 22. Celebrities, who paid their respects included Diane Sawyer, Ethan Hawke and Sarah Jessica Parker.
Richardson is descended from one of Britain's great acting dynasties but built her own reputation in films such as "Patty Hearst" and "The Handmaid's Tale," as well as for her work on the stage. She won a Tony for her role in the 1998 revival of "Cabaret."
She costarred with future husband Neeson in the 1993 revival of Eugene O'Neill's "Anna Christie." The two married at their secluded Millbrook home the next year.
Her final feature film, "Wild Child," has been released internationally but not in the U.S., and Universal Pictures said a U.S. release date had not been scheduled.