His comment follows after protests took place upon the release of Bollywood's big-budget films "Dilwale" and "Bajirao Mastani", across various centres in the country.
"A film is made by hundreds of people and not by one so it's unethical to disrupt the shows," Paresh tweeted.
The release of Shah Rukh Khan-starrer "Dilwale" and Ranveer Singh and Deepika Padukone's historical love saga "Bajirao Mastani" on Friday faced protests for different reasons.
"Bajirao Mastani" faced flak from people who claimed that Sanjay Leela Bhansali's directorial has "distorted the historical facts of the Peshwa era".
The film follows life of Maratha warrior Peshwa Bajirao I (Ranveer) with focus on his relationship with his love Mastani (Deepika). It also stars Priyanka Chopra as Bajirao's first wife Kashibai.
Meanwhile, Shah Rukh's comment on "religious intolerance" spelt trouble for the superstar. Bajrang Dal activists shouted slogans and opposed the screening of "Dilwale".
Paresh, who has shared screen space with Shah Rukh in films like "Phir Bhi Dil Hai Hindustan" and "Har Dil Jo Pyar Karega...", also termed protests as "undemocratic".
"If one has problem with Shah Rukh, don't see the film but don't STOP OTHERS. That's UNDEMOCRATIC," he posted.