Bachchan, 72, filmed early morning to avoid the traffic snarls on the bridge.
"Up at 4 am... At Howrah Bridge!! Sympathetic crowds, love and affection and the superb management of the local Police! Thank you!," Bachchan posted on Twitter.
The iconic British-era bridge is one of most shot scenes in Kolkata-based films.
The steel behemoth, also known as Rabindra Setu, forms the crucial connect between the bustling eastern metropolis and Howrah district over the Hooghly river.
Big B along with Deepika Padukone, Irrfan Khan and filmmaker Shoojit Sircar landed in Kolkata earlier this month for the shooting of the film that revolves around a father-daughter relationship.