Shah Rukh, who came in a black BMW, did not stay inside the house for very long and also restrained from speaking to the media.
Also present was actor Ranbir Kapoor, who is Shammi Kapoor's grandnephew.
Shammi had recently acted in Ranbir's forthcoming film "Rockstar" that is being directed by Imtiaz Ali.
Actor Anil Kapoor, who is related to the Kapoors, too came to pay his last respects.
Shammi Kapoor, the dancing star of the 1950s and 1960s who revolutionised the image of Hindi film heroes with his carefree attitude and flamboyance, died here Sunday morning. He was 79.
His cremation will be held Monday morning.