Conan O'Brien becomes the first late-night host to start production, kicking off filming the work of Largo Productions.
The decision was taken last week, reports Deadline.
Among many reasons, supporting the theatres from financial disarray is one of the main reasons to start shooting outside.
"We really wanted to help one of the empty local theatres here in LA so we chose Largo. It's a really special place," said Conan O'Brien.
He added that the theatre was emotional for him, as it gave him a start in improv comedy.
Conan joked saying, "I got my first laughs here in 1985 and got my last laughs here in 1991 and no laughs since. Laughing at myself doesn't count."
Conan O'Brien is the longest-running host of a late-night television comedy show. His shows air Monday through Tuesday on TBS.