The screening of the film, which will hit the international screens Wednesday, is said to have been organised here Monday night at the request of Scorsese.
"Martin and I have great understanding of each other's work and hence there is a mutual admiration we have for each other. It's a great honour to showcase 'The Wolf of Wall Street' in India even before the US release. Martin is somebody who I have looked up to for many many years now," Kashyap said in a statement.
Other stars who were spotted at the screening included Kay Kay Menon, Anushka Sharma and Arjun kapoor.
The Leonardo DiCaprio-starrer, distributed by MVP Entertainment and PVR Pictures, will release in India Jan 3, 2014.