The 36-year-old star, who is currently pregnant, launched her movie production house, Essential Sports and Media Pvt. Ltd., last year with businessman husband Raj Kundra.
"Happy Makar Sankranti tweetos... Its an auspicious day so we did the first mahurat shot of 'Dishkiyaaoon' today, " Shilpa posted on her Twitter page.
"Our first home production, need all your best wishes and prayers, its my first day 'behind' the camera, " she added.