It wasn't the typical glamorous location for the veteran film star who is starring in the movie called, The Foreigner, with Pierce Brosnan.
Transport for London warned travellers that Lambeth Bridge would be closed during the filming. Flames shot up in the air when the explosion broke the roof of the bus on the bridge. A large fire then engulfed the vehicle spreading debris across the road.
Alex Donaldson tweeted: "Curious re who approved blowing up a #LondonBus...in the name of a movie #scaredthedaylights."
Another user said: "Was far enough away from to see bus blow up but not why, genuinely felt it in pit of my stomach."
LowriPeploe-Williams was scared when she saw the explosion, she said: "Just watched a bus blow up on Lambeth bridge to find out its for a film."
Conservative MP for Mid Worcestershire Nigel Huddleston posted a video of the explosion with the message: "Anyone worried about the exploding bus on Lambeth Bridge just now? It was just for a movie."
Tweets were posted and warning messages published on TfL's website informing people of what was planned for the bridge.
The message said: "Filming will take place within the lane closure at the bus stop next to the palace from 11am-12noon."
A spokesman for the Port of London Authority also confirmed it was a stunt for a film and that the bridge was closed off. But the scene took some by surprise.
In a notice warning residents about it, film producers described the film as a "gritty action thriller". It is directed by Martin Campbell, who was behind James Bond films Casino Royale and GoldenEye.
The notice, posted on Twitter, stated: "The explosion is controlled and operated by our special effects team."
It added: "Every precaution will be taken to ensure the safety of the people in the area."