A production site, complete with bilingual signs and an artificial jetty, have been constructed on the Welsh island where Moore is expected to arrive by week's end, Western Mail reported Wednesday.
Moore will play Rachel Carlson, a successful mystery novelist whose life crumbles when her 5-year-old son drowns. A year later, Carlson's best friend rents a cottage in a remote fishing village in an effort to help Carlson begin writing again, but things are not as tranquil as they seem.
The film, described as a "Hitchcockian" thriller, will shoot across Ireland and Britain, as well as Anglesey.
Moore and boyfriend Ashton Kutcher vacationed in Wales last month.