The former Miss World plays a young FBI recruit Alex Parrish on the ABC show, which also stars Jake McLaughlin, Dougray Scott and Aunjanue Ellis.
"And it's a wrap! #Quantico pilot shoot is over! Hope we get picked up! Loved played Alex Parrish! Thanks," Priyanka, 32, posted on Twitter.
The "Fashion" star is excited to head back home in Mumbai.
"Bye bye NYC... Mumbai calling... Yay! Can't wait to be home!!," she wrote.
"Quantico" revolves around a group of young FBI recruits, who battle their way through training at the Quantico base in Virginia.