Comedian Jolyon Rubinstein was filming a BBC Three show called An Idiot's Guide to Politics, which airs on Wednesday night at 9pm.
Rubinstein was attempting to give UKIP employees a "lie detector" test, and asked various staffers questions such as "Have you ever been in the BNP?"
A black car pulled up, and Farage, dressed as a builder, tried to sneak in. He was spotted by Rubinstein's crew and appeared to attempt to grab the camera before being driven away.
A UKIP source told BuzzFeed News why Farage was dressed up as a builder:
The BBC were outside harassing all sorts of people who had nothing to do with UKIP and were just sat there. It was a way of Nigel leaving without attracting too much attention. It took them a while to clock it was him.
So that clears that up.
You can watch the full clip on the BBC website.