"How beautiful is Kashmir...How lovely the ppl & silences that can only be Nature's voice. Feel blessed to be here in the land of sufis (sic)," Shah Rukh wrote on microblogging site Twitter.
SRK quoted Persian poet Rumi to describe his impressions of the Valley.
"Rumi time...'Who could be so lucky? Who comes to a lake for water and sees the reflection of moon.' So apt for Kashmir."
The 46-year-old actor reached Pahalgam yesterday for a week-long shoot for the film after completing a schedule in Ladakh.
While Shah Rukh is enjoying his stay in Kashmir, hundreds of his fans had to return disappointed as stringent security arrangements stopped them from getting close to the star in the south Kashmir Pahalgam tourist resort.
A large posse of police and paramilitary forces have been deployed around the Aru area in Pahalgam for his security.
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But such is his popularity that a large number of fans, especially youngsters, are reaching Pahalgam to get a glimpse of their favourite actor though without success.
The untitled romance, which is slated for a Diwali release, marks Yash Chopra's return to the Valley after three decades.
Chopra last captured the Valley on-screen in Amitabh-Rakhee starrer 'Kabhie Kabhie' in 1976. He replaced Kashmir with Swiss Alps for his later films after the eruption of militancy in 1990.
SRK plays an Army bomb disposal expert Samar in the film, also starring Katrina Kaif and Anushka Sharma.
Chopra, his son Aditya, Anushka and over 100 crew members are in Pahalgam for the shooting.