The Wake Up Sid actress said that she was chased and surrounded by a group of six men in a secluded parking area close to her Mumbai residence.
Shah revealed that she only managed to escape by calling for assistance from security guards.
The actor and TV presenter made a complaint to police at Oshiwara police station in Mumbai following the incident on Friday (July 6).
The men involved in the incident were later reported to have publicly apologised to the star, after which Shah agreed to drop legal proceedings against them.
Shah has worked in the Bollywood film industry since 1997, making her debut in the Shah Rukh Khan release Yes Boss.