Neither Pitt nor Jolie made any public comments, but were spotted at the Le Meridian Hotel in Pune.
In the nearby suburb of Aundh, about 50 workers readied a spacious bungalow for the start of filming next week, according to a set manager who did not want to be named because the crew has been warned that leaking information to the media could cost them their jobs.
Elsewhere in the city, assistants scouted more locations for "A Mighty Heart." Jolie is playing Pearl's widow, Mariane; Pitt is a producer for the film.
Pearl, a Wall Street Journal reporter, was kidnapped and murdered in Pakistan in 2002 while researching a story on Islamic militancy.
The set manager said the Pune bungalow was chosen becomes it closely resembles a home in Karachi, Pakistan, where Pearl and his wife spent time.
Security for the star couple was so tight that their arrival in Pune by private jet Thursday was missed by television reporters and journalists waiting at the airport.
"They were whisked out of the airport from the cargo section so that the press and no one else could catch a glimpse of them," said Deepak Shastri, the airport director.
In Pakistan, crew members ran into trouble in July while filming without permission near Karachi's Village restaurant, where Pearl had planned to meet a contact shortly before his abduction.
Officials halted the filming and police and federal agents arrested three Pakistani men — who were wearing police uniforms and carrying guns — for impersonating policemen.
The movie is based on an adaptation of Mariane Pearl's book, "A Mighty Heart: The Brave Life and Death of My Husband Danny Pearl." It is being co-produced by Plan B, a production company founded by Pitt and his ex-wife, Jennifer Aniston.