"I hope more films are made in Kashmir. I hope the local authorities can provide enough security there so that people can come and go without any fear. It will also bring a lot of employment and prosperity and films are no doubt a great medium for that, " Sanjay told.
"I'd love to go back here. There are no films being made on Kashmir so someday I might make one myself, " he added.
Asked to elaborate, he said: "It is at the back of my mind but I don't think I am qualified for direction etc. So maybe I'll start with writing first but it's really a distant thing as I am only focussing on acting right now."
Sanjay was born in Srinagar and spent 19 years in the Valley before shifting to New Delhi with his family in 1990 after his father was killed by militants.
"I had not gone back there for 18 years, but the film did give me an opportunity to go back... it gave me an opportunity to confront my past... it was a whole catharsis process that happened and I'm glad I did go back.
"Though on a personal level it was tough, on a professional level it was ironic... when I left the place, I used to hate the politicians... and when I returned I was playing one for the film. It was a homecoming, but a lot of things have changed, " he explained.
In just released "Sikandar", Sanjay plays a Kashmiri politician who is brokering peace between religious leaders, military leaders and political organisations.
"I was excited to do the part the moment I was offered the role by director Piyush Jha and what helped me was that I was from the region. On the script level, Piyush also took suggestions from me, " he added.
Set in Jammu and Kashmir, "Sikandar" centres on a teenage boy who dreams of playing football at the national level, and his friend. Things take an unexpected turn when he finds a gun on the road. The film has received mixed reviews.
Asked if there were any tensions while shooting the film in the Valley, Sanjay replied to the contrary, but added: "In fact, when we wrapped up and left Kashmir, the Amarnath issue started and later there were problems."