Sundance Channel said writer-director Hugo Blick began shooting the series Monday. Production is expected to last 18 weeks.
The thriller will co-star Lubna Azbal, Eve Best, Lindsay Duncan, Andrew Buchan, Katherine Parkinson, Tobias Menzies, Genevieve O'Reilly and Igal Naor.
The series stars Rea as Hugh Hayden-Hoyle, "a top M16 spy on the verge of retirement, digging deep into Nessa Stein's family," the channel said, adding Gyllenhaal will play Nessa, the character to whom the title refers.
2014: The Year in Music [PHOTOS]