The 71-year-old director, however, believes he has lost his "naivety" as a filmmaker and people's expectations have only made things harder.
"I am desperate to make another film in India. I want to come home and make a film. When I made 'Masoom', nobody was expecting anything from me. I wasn't expecting anything from myself. It is a terrible space for a filmmaker to be in.
The director was supposed to make a comeback on Indian celluloid with his passion project "Paani", which was to be produced by Yash Raj Films.
Shekhar said he was heartbroken when the film got shelved as he had worked on the project for 15 years.
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"I was devastated as I was passionate about the project. I had it with me for 15 years. I was working on it for so long. It was draining, it was art. It was not like if not this, I will make something else. When I saw Sushant (Singh Rajput) I felt he is the guy," he added.
Post "Paani", the director had announced that he will be working with Kangana Ranaut on a film, in which the actor will play an 85-year-old woman.
The Masterclass was moderated by Sushant, who also visited Entertainment Society of Goa's initiative, Bioscope Village Picture Time Digiplex today.