"A film which gave me a real sense of being an actor is 'Rocky'. Today marks 37 years of it and when I look back, my heart fills with gratitude for all the love and appreciation I have received over the years," Sanjay tweeted on Tuesday.
"Rocky" was directed by Sanjay's father Sunil Dutt. It also stars Reena Roy, Tina Munim, Amjad Khan, Raakhee, Shakti Kapoor and Aruna Irani.
Sanjay has had a tumultous personal and professional life.
He has been loved in films like "Khalnayak", "Sadak", "Saajan" "Vaastav: The Reality" and "Dhamaal", but it was his role in the "Munna Bhai" series that won him several fans in what could be called his second innings in Bollywood.
The actor made a comeback to films in 2017 with "Bhoomi" after serving a jail term in a case related to the 1993 Mumbai serial blasts.
Sanjay currently has four films in his kitty -- "Saheb, Biwi Aur Gangster 3", "Kalank", "Torbaaz" and "Panipat".
Meanwhile, a biopic on his life is also set to make it to the silver screen, with Ranbir Kapoor essaying Sanjay.