Many have objected to Katrina wearing western outfits inside the shrine, which did not cover her legs completely, when a large number of people were offering their prayers.
"The shrine members should not have allowed Katrina to keep part of her legs uncovered," said Iqbal, a pilgrim.
The actor was in the shrine with her co-star Rishi Kapoor to shoot for producer-director Vipul Shah's "Namaste London".
There was also a commotion when several people jostled with each other to get a glimpse of the stars.
The silence maintained by Anjuman secretary Sayed Mohin Hussain Chisti over the issue is being objected by others.
Anjuman is a representative body of Khadims, who are workers of the shrine and claim to be descendants of the Sufi saint. It is alleged the film was being shot in his presence and he did not object.
"Due to the presence of large number of people, I could not see the dress worn by Katrina," said Chisti. "I was at a distance and it looked to me as if she was wearing a full dress," he added.
According to tradition, women offering prayers in the shrine must have their head, hands and legs covered.