The older actor has most recently appeared in negative roles in Agneepath and Department.
A source told DNA India: "Since Sanjay has done too many 'badass' roles this year, Ajay started giving him tips on brushing up his comic timings.
"Ajay, who has tasted huge success with his comic outings in the Golmaal series and recently Bol Bachchan, feels that by doing comedy Sanjay too can deliver blockbuster hits."
Dutt produced the upcoming romantic drama Son of Sardaar, which has Devgn in the title role.
It was reported that the film could face legal action unless it cuts dialogue about Sikhs.
In May, Dutt said he prefers to star in action films despite his popularity in the Munna Bhai comedy franchise.
However, he recently bought the rights to Telegu action film Badri for Devgn.
Watch the trailer for Son of Sardaar below: