The actor avoided the media on Wednesday. He was seen leaving the hotel and arriving at the shooting site in an SUV, seated on the front seat.
Shiv Sena members tried to hold a protest near the 5-star hotel where the actor and his team have been staying for the past few weeks. The protesters burnt Aamir's posters and disrupted traffic.
Punjab Police has increased security around the actor's hotel and also the venue of his unit's shooting in Ludhiana district, 125 km from Chandigarh.
Aamir has been in the thick of a controversy over his remarks that his wife Kiran Rao had discussed moving out of India in view of growing intolerance.
He returned on Tuesday to resume his shooting for the movie based on a wrestler's life.
Ludhiana Assistant Commissioner of Police (ACP) Rupinder Kaur said security around the actor, his hotel and shooting venue have been increased.
Aamir's film unit has deployed private security also around him at all times.
Shooting will continue in Ludhiana district for a few days more.
The actor had to leave for Mumbai over a week back after he collapsed on the film set and was advised rest by doctors.