Shweta is married to Delhi-based industrialist Nikhil Nanda.
The earthquake measured 3.1 on the Richter scale, according to an India Meteorological Department (IMD) official.
"Four earthquake tremors in Delhi! Horrid! There is a huge rumbling sound of the earth below...terrifying. Shweta alone there," Big B tweeted.
However, he was at peace after finding out that all is well.
"Spoke to Shweta and she is scared but okay. Lord have mercy," he added.
Describing one of his past experiences, he shared: "The earthquake in Delhi is so scary, been in one many years ago...it's like 1,000 jets taking off under you! The whole city shakes."
The 71-year-old wondered "are we doing something wrong" that "heavens and earths are angry", hinting at the Delhi earthquake as well as the super typhoon in the Philippines.
