The actress will be seen in the third instalment of the 'xXx' franchise, scheduled to release on January 14.
When asked her feelings before she left Mumbai last night, Deepika told reporters, "I am very excited. This is my Hollywood debut. I am very, very nervous, but also excited.
Today is the beginning of that journey. Hopefully we will be coming to India soon."
The "Piku" star said she is happy that the film will first release in India as the movie is something that the audience here will enjoy.
"I feel very proud that I get to represent my country especially in this kind of an action franchise film.
"I am sure this film will be enjoyed a lot because of the content. There is lot of action, adventure, which we have not seen in Indian films before. So, I am excited to show the film here."
The movie will see Vin Diesel return as Xander Cage while Deepika will play the role of a huntress Serena Unger.
Deepika, 30, says she is glad the makers of "xXx" agreed to release the film here first, making India a big plan of the project.
"In terms of promotions, we will first go to Mexico. But as far as the release is concerned, we will release first in India.
"While I was shooting I suggested the team that it would be great (to release it first in India) and I am happy it happened finally. It is a huge international franchise and I am happy India is such a big part of the plan."
The film, directed by D J Caruso, also stars Donnie Yen, Samuel L Jackson, Tony Jaa, Nina Dobrev, Ruby Rose, Rory McCann, Kris Wu, and Ariadna Gutierrez.