The "Paa" actress is shooting in Kalimpong, a hill station in the Indian state of West Bengal.
Vidya took to Twitter to announce that the team has started the shooting.
"First day off during the 'Kahaani 2' shoot. The trees in Kalimpong seem to be swaying to Gulzarsaab's Musafir hoon yaaron. Just who isn't a fan?!" Vidya tweeted on Sunday night.
"Kahaani 2" is a sequel to "Kahaani", which is co-written and directed by Sujoy Ghosh.
"Kahaani" revolved around a pregnant woman named Vidya Bagchi, who came to Kolkata from London in search of a man. The role was effectively played by Vidya.
The 2012 film also featured Parambrata Chatterjee, Nawazuddin Siddiqui, Indraneil Sengupta, Dhritiman Chatterjee and Saswata Chatterjee among others.
This is not the first film Vidya has shot in West Bengal, the "Ishqiya" star also worked in films like "Parineeta", "No One Killed Jessica" and "TE3N", which also features megastar Amitabh Bachchan and actor Nawazuddin Siddiqui.
"TE3N" is directed by debutant director Ribhu Dasgupta.