"Something I've never done before. And the most difficult character I have ever played in my life," she captioned the image.
"The Girl On The Train" is based on Paula Hawkins' 2015 bestseller of the same name, which has already been made into a Hollywood blockbuster starring Emily Blunt, Rebecca Fergusson and Haley Bennett.
It is a psychological thriller about a divorcee woman, who gets entangled in the investigation of a missing person, which in turn throws her life out of gear.
The Bollywood version, which also stars Kirti Kulhari, is produced by Reliance Entertainment.