Although the Bible says Mozes escaped from Egypt with 600,000 slaves, Ridley Scott and his crew choose Spain as the main location for filming the exterior desert scenes (interiors were shot in the UK at Pinewood Studios).
Most of the movie was filmed in Almeria (Tabernas). Tabernas has been used for other movies, like classic Leone’s Spaghetti Westerns, but also big Hollywood blockbusters (Indiana Jones and the Last Crusade, Lawrence of Arabia). TV production for “Game of Thrones” has recently used this location as well.
The Egyptian city was build at Sierra Alhamilla. Complete with the Pharaoh’s temple.
Pechina (just north of Almeria) has also become a popular location for film makers. Again “Game of Thrones” also uses this location (as the Dothraki Sea).