When Sam Margin steps on to the stage of the Sydney Opera House to perform alongside his bandmates in The Rubens, it will be his first time ever setting foot inside the building.

"I've never actually seen a show in that room, so the first time I'll walk into that room will be for sound check which is exciting," Margin told AAP.

"I kind of like the fact that I can say that, that I'm playing it the first time I go there."

The Rubens will be showcasing brand new music on the Concert Hall stage on Saturday, from a third album they haven't yet released. But the music has already been recorded, in a WWII bunker, and the lead single Million Man has been released showcasing a change in sound for the NSW band.

They've gradually stripped things back and forged ahead with more R&B and hip-hop influences.

"I think we've lost a lot of that classic rock and moved towards rhythm and blues and soul. That's what we always loved to do and for whatever reason we were pushed in certain directions by record labels overseas," Margin said.

"Elliot (the keyboardist) wrote Million Man early on and I think we realised that that defined where we're going to go, so I scrapped a bunch of old demos that were a bit more straight rock 'n roll and started thinking about an album more in that vein."

For this album, their first since 2015's Hoops, The Rubens worked with producer brothers 'Lil Shalimar and Wilder Zoby who are known for working with hip hop group Run the Jewels.

The five-piece recorded their music in the WWII bunker in Camden, south-west of Sydney, close to where they had grown up in Menangle.

It was an empty space in a hidden spot that they'd used for jamming and partying, and then converted into a studio.

"It's insane, it's a huge giant bunker with a big WWII double decker bus from London outside. It's in the jungle and it's better than you could imagine. Every time we bring people down here they lose their s***," Margin said.

"The experience of recording there was so fun and cool that it ended up being a good story. We always wanted to make an album here and we did."

*The Rubens perform in the Sydney Opera House on Saturday March 3