He left from his Bandra residence, accompanied by his friend Bunty Walia, Saturday afternoon.
Sanjay was released from Yerwada jail on one-month parole Dec 21, 2013 as he had to tend to his ailing wife Maanyata.. The parole was extended by a month till Feb 21 and then again till March 21.
The actor’s 37-year-old wife Maanyata was hospitalised in January after she complained of lung complications.
Sanjay, 53, is serving the remaining 42 months of his sentence for illegal possession of arms in a case related to the 1993 serial blasts, in which over 250 people were killed and several hundred wounded.