Zafar also mentioned that the crew has "wrapped up" the first day of shoot with the "PK" actress.
"Just wrapped first day of shoot with @AnushkaSharma. Team @SultanTheMovie welcomes you on board," Zafar tweeted on Friday morning.
The "NH10" actress was announced as the lead actress of the superstar Salman Khan starrer earlier this month.
An "excited" Anushka too tweeted: "New beginnings ... New journey... Heading for the first day of #Sultan shoot. Excited! Here we go."
One of the fittest stars of Bollywood, 50-year-old Salman has gone through intensive training for wrestling and mixed martial arts for Zafar's directorial with international action director Larnell Stovall.
Produced by Aditya Chopra under his Yash Raj Films banner, "Sultan" is slated to hit the screens on Eid in 2016.
