"Netaji watched a movie in a hall after around two decades," a party leader said.
Chief Minister Akhilesh Yadav and his family had watched the movie recently and were "impressed" by the movie directed by Sanjay Leela Bhansali.
In 16th century India, undefeated warrior Bajirao was bestowed with the title of Prime Minister and became the greatest weapon of his Empire.
The film was praised by the critics and has done well at the box office.
The movie recently bagged the popular Filmfare awards. Uttar Pradesh government had made the movie tax free in the state.