The 45-year-old director spent the day at a theme park and later visited Khandala as the both the places are his son's favourite.
"Yesterday my baby boy Shivaansh turned four and we spent the day at his favourite Imagica. And now chilling in Khandala. He loves it here," Sanjay posted on Twitter.
The director said the last few days had been hectic for him.
"Last few days have been so damn hectic. Today is purely for chilling in Khandala doing absolutely nothing," he added.
"Jazbaa", which marks Aishwarya's Bollywood comeback after motherhood, also stars Irrfan Khan, Anupam Kher, Atul Kulkarni, Chandan Roy Sanyal and Shabana Azmi.