According to police, a small crowd shouting "Jai Sri Ram" and "Shah Rukh, Hai Hai" stoned the car parked some distance from the location where the shooting was taking place.
"Raees" is based on the life of a city-based underworld don of the 1980s, Abdul Lateef Shaikh, who was killed in a shootout with police.
The film is being directed by Rahul Dholakia, who had earlier made controversial film "Parzania" based on the 2002 Gujarat riots. "Raees" has Pakistani heroine Mahira Khan along with Shah Rukh.
Shah Rukh shot a couple of scenes at the historic Sarkhej Roza mosque and dargah campus during the day. Over 200 policemen guarded the Roza campus.
Meanwhile, over a dozen activists of the Vishwa Hindu Parishad (VHP) were detained by police as they burnt an effigy of the actor on Ashram Road.
Last week, a group of demonstrators staged a protest near the Kutch district collector's office in Bhuj demanding a ban on Shah Rukh Khan's entry into the Rann of Kutch.
The VHP has called for a boycott of Shah Rukh to protest his reported statement that India was intolerant.
