Check out this footage, obtained by TMZ, where the actor can be seen on the set of 'Joker 2,' which was filming on location Saturday in DTLA ... and where JP was doing a few takes where he's being chased by some bad guys, who happen to be dressed in Joker gear.

It's pretty interesting ... you see Joaquin here (as Arthur Fleck) in a business suit, sans makeup, and a couple of goons going after him as they weave in and out of traffic. One of the dudes on his tail is actually dressed in his 'Joker' outfit from the first movie.

There's some good action captured on camera here, but the photog doesn't seem to be that big a fan of Joaquin or 'Joker' in general ... 'cause he talks a lot of crap throughout.

At one point, you can see director Todd Phillips walking through the scene again with Joaquin (who's in regular clothes, masked up) -- and there, too, the camera man has snarky commentary to offer. It doesn't seem like Todd and co. cared that people were watching ... they were busy trying to get the shots, and it looks like they they were preoccupied.

Couple takeaways ... it seems like the sequel to the 2019 hit is actually going to take place, in part, outside of an asylum -- which is where we last saw Joaquin's Joker. Also, no sign of Lady Gaga anywhere on Saturday's set, but she's in this as well (as Harley Quinn).