"Rangoon" also stars Saif Ali Khan and Kangana Ranaut besides Shahid.
"Finally back after the most demanding and exhausting schedule of my life. 'Rangoon'," he tweeted.
The 35-year-old actor even shared a photograph of himself from the set, where can be seen sporting a long beard with dust all over his body.
"Rangoon", directed by Vishal Bhardwaj, is a period romance drama and will feature Shahid as a soldier, and will release on September 30.