The Hindi film actor revealed the statue, which is modelled on his character in Dhoom 2, at the UK tourist attraction this morning.
The 37-year-old said at the event: "I can’t believe I'm here in Madame Tussauds unveiling a wax figure of myself.
"It's incredible just how detailed the figure is. They've really captured my look. I'm truly honoured to be included and hope my fans will like seeing the figure."
Roshan attended two sittings in London and in Mumbai to help create the £150,000 wax figure, which features an open shirt to show off the star's sculpted body.
The Bollywood area of Madame Tussauds has been revamped to include an interactive touch screen displaying dance routine from the five Bollywood actors in the section.