The 102-year-old actress died of cardiac arrest yesterday in Delhi.
"I do not know how to react and what to say on this. We were thinking to postpone the event today but it was too late," Ajay told reporters here at the trailer launch of Singham Returns today.
A Padma Vibhushan awardee, Sehgal was seen in Sanjay Leela Bhansali's 'Hum Dil De Chuke Sanam', which had Ajay Devgn in the lead.
Actress Kareena Kapoor Khan, who was present at the same event, also expressed grief over the demise of Sehgal.
"I am a great fan of Zohraji. She was a great artiste, a legend. My sister Karishma and Ranbir (cousin) had the opportunity to work with her, I missed out on that. May her soul rest in peace," Kareena said.
Director Rohit Shetty said that one should remember Sehgal for the great life she lived.