Brazilian news media report that the singers are at the Morro da Conceicao shantytown to shoot a video for Keys' "Put It In a Love Song," from the album "The Element of Freedom."
The Jornal do Brasil newspaper and other local media say Beyonce will have a special role in the clip. Beyonce is on tour in Brazil.
Brazilian TV on Tuesday showed the singers together performing in front of cameras at the slum.
Keys had already filmed part of her video at the Dona Marta slum, which became renowned worldwide after Michael Jackson was there in 1996 to film a video "They Don't Care About Us."
