The film stars Abhay Deol and "Cocktail" actress Diana Penty in lead roles.
Rai took to Twitter to share the news. "And "Happy" begins its journey in Amritsar. @krishikalulla @erosnow @cypplofficial @raghuvendras," he posted.
Abhay, 39, took to his Facebook page to share about the beginning of the shoot. He posted a selfie from the film's set.
The actor also posted another selfie and captioned it, When the day goes well, it brings a smile to my face. Feeling "Happy" making '?#?happybhaagjayegi?'!"
"Happy Bhaag Jayegi" marks Rai's third outing with Eros Now after the stupendous success of "Raanjhanaa" and "Tanu Weds Manu Returns", which was also Rai's joint production with the production house.
Krishika Lulla of Eros Now also posted a picture of herself with Rai, Abhay, Mudassar and others.
"Captain of the ship Mudassar along with my partner @aanandlrai @AbhayDeol @ErosNow at my fav place Amritsar," she captioned the photo.
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