The film's shoot was delayed due to 49-year-old Shah Rukh's recent knee injury and rains in Mumbai.
The film, being directed by Rahul Dholakia, also stars Nawazuddin Siddiqui and marks the Bollywood debut of Pakistani actress Mahira Khan.
"Feels like the last day of exams at school. Crew sings in between set up's as #raees first schedule almost comes to an end," tweeted Dholakia.
The action-thriller, set in 1980s Gujarat, chronicles the story of a bootlegger whose business is thwarted by a tough policeman.
Produced by Excel and Red Chillies Entertainment, the movie is scheduled to release in 2016.