Khan is said to be impressed with the Zindagi Na Milegi Dobara actress's dedication to her fitness regime.
A source told Bollywood Mantra: "Katrina really takes her workout and fitness regime very seriously. And she's so into her training these days and at her fittest best that Salman joked about taking fitness tips from her."
The source went on: "Salman has been ribbing Katrina about being the hottest fitness instructor."
Kaif is undergoing regular training in anticipation of her role in Dhoom 3, which will require her to take part in some intense action sequences.
The actress, who plays a gymnast in the film, said she was "nervous" about the training she would have to undertake in preparation for the stunt sequences.
Khan and Kaif are currently in Thailand shooting Ek Tha Tiger.
Watch the trailer for Ek Tha Tiger below: