Anushka was photographed leaving from Mumbai airport around 1 am with her brother Karnesh and their parents.
There are reports that the couple, which has dated for over four years now, will tie the knot at a private ceremony in Milan on December 12. However, Anushka's spokesperson denied it.
The wedding will reportedly be a quiet affair followed by a grand reception in Mumbai, attended by Bollywood and sports personalities.
The two, both 29, were recently seen together at Zaheer Khan and Sagarika Ghatge's wedding.