There were no casualties in the fire that broke out at 8.15 AM. Four fire engines, five tankers and an ambulance have been rushed to the spot, fire brigade officials said.
It was brought under control. The officials of Colors channel later said that no shooting was taking place when the incident happened.
The extent of the damage and cause of the fire are yet to be ascertained.
"It is unfortunate that such an incident has occurred on the sets of 'Comedy Nights With Kapil'. There have been no casualties and we are currently in the process of assessing the extent of the damage," channel's spokesperson said.
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The popular TV show is hosted by stand-up comedian Kapil Sharma. Bollywood A-listers including Shah Rukh Khan, Akshay Kumar and Ranbir Kapoor often come to promote their films on the show.
"We all are fine. Thanks for your concern.... Need your best wishes.. We will be back for all of you... Love you all," Kapil, who was on his way back to Mumbai from Kolkata, tweeted.
Actress Sonakshi Sinha apparently broke the news on Twitter as she was shooting nearby for 'Rambo Rajkumar'.