"The Dirty Picture" star took to micro-blogging website Twitter on Saturday, where he shared that the cast and crew for the movie has started shooting the film.
"We begin Azhar's journey.....wish us luck." Emraan tweeted.
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Directed by Tony D'Souza and produced by Balaji Motion Pictures and MSM Motion Pictures, "Azhar" is slated for a worldwide release on May 13, 2016.
Azharuddin led the Indian cricket team for most of the 1990s. He was implicated in a match-fixing scandal in 2000, and banned for life. The Andhra Pradesh High Court lifted the ban in 2012.