The 24-year-old actor was last seen in the action film Chakravyuh.
She told DNA India: "Women look really sexy doing action on-screen and it is my favourite genre. I have grown up watching these films. So, action is definitely something I want to explore.
"I really like the Akshay Kumar and Jackie Chan sort of action where the emphasis is more on raw combat than hi-tech wired stunts. Not that I would mind doing that either.
"Martial arts should be part of every girl's education. And I am sure seeing Bollywood actresses do that on-screen will be inspiring and encouraging."
She is reportedly being considered for the role of Lara Croft in a Bollywood version of Tomb Raider.
Gupta has previously said that she is in awe of her Raaz 3 co-star Bipasha Basu.
Watch Esha Gupta in the trailer for Chakravyuh below: