Miller, who is in India to promote Global Cool (an organisation that creates awareness about global warming) along with Amitabh Bachchan met her at the IIFA awards in Yorkshire last month and two hit off great since then.
Salman wanted to make her feel welcome in Mumbai so he hosted a perfect dinner for her at his place.
Sienna arrived at the party clad in a simple white dress made of hakoba, white bangles and kolhapuri chappals, looking relaxed and very bohemian chic! She danced to lots of Bollywood songs and had a blast till 5 am at Salman's house!"
Other guests at the intimate party included the usual suspects like Preity Zinta and Ness Wadia, Sohail Khan, Arbaaz and Malaika, Amrita Arora, Arjun Rampal, Anil Kapoor and Dino Morea, among others. Katrina Kaif was away shooting in London.
Miller is on a week-long trip. She met Amitabh Bachchan on Tuesday and urged Indians to do more to slow global warming.
"If each one of us does our bit, we will be helping to keep global warming from harming our countries," she said.
Big B is the brand ambassador for Indian International Film Academy which in turn has aligned with Global Cool, an organization that spreads awareness about global warming.
The American-born English actress is self-confessed Indiaholic- loves Indian food, Indian people and Indian films so much so that she wants to star in them one day.