"Reliving my childhood when I used to visit my dad on his outdoor shoots! Missing dad, father's love," Sanjay posted on Instagram with a video in which he is seen playing the sport with his children -- son Shahraan and daughter Iqra.
The son of late actors Sunil Dutt and Nargis, Sanjay hash-tagged "coming back to life" with the post, indicating that he is at peace in his life, which has been tumultuous over the years.
Sanjay fought a battle with drugs and went to rehab besides serving a jail term. He was arrested for illegal possession of arms in a case related to the 1993 Mumbai serial blasts, in which over 250 people were killed and several hundred were wounded. He completed his jail term and walked out a free man last year.
His comeback film "Bhoomi" released last month, but didn't perform well at the box office.
"Saheb Biwi Aur Gangster 3", directed by Tigmanshu Dhulia, also features Chitrangada Singh.