"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.
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.