The shooting of the art film is underway at Dahod, near Mandideep, an industrial township near the city, sources here said.
Avika Gor, who played the young 'Anandi' in popular television serial 'Ballika Vadhu', plays the lead role in Lajmi's film.
Besides Avika, noted actress and singer Ila Arun and cricketer Yuvraj Singh's father Yograj Singh are also in the city shooting for the film, sources added.
Before Kalpana, several Bollywood film-makers including Prakash Jha, Tanuja Chandra, Sooraj Barjatya and Roomi Jaffrey have shot their films in the beautiful locales of Bhopal.