The actors encountered a large number of Bollywood fans as they began their first day of work on the untitled project.
Chopra has hired more security after fans mobbed the two stars, chasing Kaif's car as it left one of the locations.
Production crew have also attempted to enforce a camera ban after leaked images of the actors appeared on the internet.
"The Yash Chopra project rolls in London and there's excitement all round," said Avtar Panesar, Vice President of International Operations at Yash Raj Films.
The first day of the shoot took place at locations in Borough Market, Jubilee Walk, Bethnal Green and London Bridge.
Speaking about his first directorial venture since 2002, Chopra stated: "All I know is that I'm making a film that I believe in, a film that is about love and nothing else. A film which has an old soul but a young heart. A film which is classic in its look but contemporary in its language."
The filmmaker had previously shot DDLJ at sites around central London, including Trafalgar Square, Angel and Kings Cross Station
The love-triangle romance is scheduled to release October 2012.