The 34-year-old actress stars in the Delhi-set film which has been directed by Munish Bhardwaj and produced by Sandeep Narula.
"Our cameraman, me and our director ... #delhi #bylanes #shootlife #greatminds #arunvarma @munishbhardwaj #mohmayamoney," Dhupia posted on Instagram alongside a photograph.
The actress was last seen on the big screen in Rensil D'Silva's 'Ungli', which released in November last year.