Zafar, who has also shot in the capital with superstar Salman Khan, has even requested his fans and well-wishers to wait till it hits the screens this Eid.
"All the stories doing rounds regarding the plot of 'Sultan' are completely baseless and fabricated. Wait till Eid please," the director tweeted on Tuesday.
After Delhi, the whole cast of the film will shoot in Uttar Pradesh from Wednesday onwards.
The film, being produced by Yash Raj Films, will be shot in and around the Morna area in Muzaffarnagar.Sultan ka Pehla Daav #SultanPoster @SultanTheMovie pic.twitter.com/1TnezgKXor
— Salman Khan (@BeingSalmanKhan) April 11, 2016
"Sultan" also stars Anushka Sharma and Randeep Hooda.