"That's my biggest regret. When he was making 'Jab Tak Hai Jaan', I told Aditya please give me one small scene, give me anything - I just want to get directed by dad, but it didn't happen and we didn't expect that he would die," Uday told IANS.
"It is the biggest regret because there was a time when a movie was being planned where my father was expected to direct me, but that never happened," added the actor.
Although he featured in several of his home banner - Yash Raj Films' production ventures - "Mere Yaar Ki Shaadi Hai" and "Dhoom" series, they were directed by others.
Yash Chopra, who was in the last lap of shooting "Jab Tak Hai Jaan", died last year after suffering from dengue. He was 80 years old. And Uday says that his dad's sudden death came as a shock for him and that he is still not over it.
"I was shooting for 'Dhoom 3' in Chicago when I got the news that he was not well. I heard he had dengue, but dengue is not fatal, and my brother was not even telling me the truth. By the third day, I realised that things are not fine and I just flew back. It was a complete shock. I am still not over it," he said.
"My father and me were like friends. We would joke about the fact that dad and I are brothers and Adi is our father. He took that role in our lives," he added.
"Dhoom 3" marks Uday's return to the big screen after three years and he says that he has an emotional connect with his character Ali in the sleek action thriller.
"I have a very emotional connect with my character Ali - he is such an interesting tapori. Normally, a tapori has been shown as cunning, but he comes across as such a lovable person," said the actor who has been part of the "Dhoom" franchise since the beginning.
Currently not so active in front of the camera, Uday says that he likes Ali's character so much that he can do it again.
"What I didn't expect was that children will like Ali's character so much. Whenever I am doing that role, I am in my best mood. Today, at this point of time in my life and career, when I have put acting on the backstep, Ali is something that I will always do. So if a 'Dhoom 4' happens, I would happily do it," he said.
Uday, who made unsuccessful attempts at doing solo hero films with his home productions "Neal 'N' Nikki" and "Pyaar Impossible", thanks his brohter and filmmaker Aditya for the reality check.
He said: "Criticism came from my brother. After 'Pyaar Impossible', he sat me down and said, 'This is the reality check for you. You tried again and again, but in a solo hero space you are not going to work. Accept it.'
"That's something only your elder brother or your father can tell you. That's when I started thinking about doing something else," said the 40-year-old who takes care of his home banner Yash Raj Films' (YRF) Hollywood wing.
Aditya is known for being media shy and Uday admits his elder brother doesn't like to be recognised.
He said: "He doesn't exist. He doesn't like more than 10 people at one place. He doesn't like crowd. His main problem is that he doesn't like to be noticed or recognised."
"He feels that takes away the enjoyment of going to a theatre and watching a movie just like anybody else. If people would start seeing him, then his enjoyment of watching that movie will go away," he added.