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Federline, guest-starring as a "cocky, enigmatic frontman" for a rock band, came to Wilmington on Thursday and was spending a full day on the set Friday, with plans to leave on Saturday, a source tells PEOPLE.
"Shooting is going well," the source says.
Federline's character also appears in the next sequential episode of the CW series and he will be back in North Carolina to film that in the coming weeks.
While Federline was working, ex-wife Britney Spears was spotting partying in Los Angeles. Spears, wearing a tan fedora and velvety shorts, was the last celebrity seen leaving the club Opera shortly before 2 a.m. Friday.
Paris Hilton also was in the club, but there was no sign the pair interacted.
• Reporting by CYNTHIA WANG and JEN GARCIA
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