Shah Rukh, who shares an extremely close bond with the director-producer, shared on Twitter picture with him and Ranbir from the sets.
The 49-year-old "Chennai Express" star said his kids also enjoyed the film's shoot.
"Was a treat to watch Ranbir & Karan make their dream come alive. The kids loved it too. Thanks 'Ae Dil...' team, have a good one," he tweeted.
Karan, 43, began his career as a director with with Shah Rukh-Kajol's blockbuster "Kuch Kuch Hota Hai" and worked with the actor on films like "Kabhi Khushi Kabhie Gham", "Kal Ho Naa Ho", "Kabhi Alvida Naa Kehna" and "My Name Is Khan".
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"Thank you so so much for coming Bhai!!" Karan posted.
Shah Rukh also wished him luck last month, when the filmmaker left for London to begin the shooting.
"Ae Dil Hai Mushkil", also starring Aishwarya Rai Bachchan and Anushka Sharma, marks Karan's return to direction after 2012 hit "Student of the Year".
The film dwells on relationships and heartbreaks. It will be the first time that Aishwarya, 41, will share screen space with Ranbir, 32, and Anushka, 27.