The 36-year-old Olympic bronze medallist has taken a role in a psychological thriller after undergoing intensive coaching at a leading Mumbai acting school, the DNA broadsheet reported on Tuesday.
"The first leg of the shooting is over," Hiranmoy Chatterjee, president of the Bengal Tennis Association and a friend of Paes, told the paper.
"He shot in various locations in West Bengal as the story is based in Bengal and is directed by a Bengali director."
According to Chatterjee, the film, to be made in both Hindi and Bengali languages, will be in cinemas by the end of the year.
(Reporting by Sanjay Rajan; Editing by Nick Mulvenney)