Shah Rukh, 49, who will be seen with Kajol on the big screen after five years, took to Twitter to share the news.
"In films just as you start living a story, it's time to end it so you can start a new one. Iceland road trip coming to end. Will miss the lites & Ice."
Filmmaker Farah Khan has choreographed the song for the Rohit Shetty-directed action-comedy.
"A really special song wrapped for #Dilwale... With my favoritest Kajol N @iamsrk who has clicked this pic! Timelessness!" Farah tweeted alongside a picture of her and Kajol.
"Dilwale" also stars Varun Dhawan, Kriti Sanon, Boman Irani, Vinod Khanna, Sanjay Mishra, Johnny Lever among others.
The film, which has music by Pritam, is scheduled to release on December 18 and will clash with Ranveer Singh, Deepika Padukone, Priyanka Chopra-starrer "Bajirao Mastani", directed by Sanjay Leela Bhansali.