Malaika and Amrita Arora's father, Anil Arora, allegedly died by suicide on September 11.
He jumped off the sixth floor of the building he was residing in.
Malaika was in Pune at the time of the incident and she rushed back as soon as she heard the news.
Among the first to reach the spot was Malaika's ex-husband Arbaaz Khan.
He was followed by his younger brother Sohail Khan and their parents, Salma and Salim Khan. Sohail's son Nirvaan Khan accompanied them.
Kareena Kapoor and Ananya Panday also made their way to the location as did Malaika's former boyfriend Arjun Kapoor.