Directed by Rohit Shetty, the film is about a man's journey from Mumbai to Rameshwaram and the happenings along the way.
"Finished shoot of 'Chennai Express'. Expressed my love to the director and SRK," Padukone posted on Twitter.
This is the third time the 27-year-old actress has teamed up with Shah Rukh after 'Billu' and her debut film 'Om Shanti Om'.
Padukone will soon be seen in her next week release 'Yeh Jawaani Hai Deewani' alongwith her ex-flame Ranbir Kapoor.