Media reports had indicated that the Indian High Commission advised the poet to return to India.
Gulzar had gone to Pakistan to record a qawwali by Meher Ali and Sher Ali for Bhardwaj's film Dedh Ishqiya and was also expected to attend the Karachi Literature Festival.
Bhardwaj said the poet had cut short his visit after being emotionally overcome by a visit to his ancestral village of Kalra near Dina in Punjab province.
"Gulzar sahab visited the grave of his mentor, eminent poet Ahmed Nadeem Qasimi. After that, he visited his birthplace at Dina after 70 years. He was emotionally overwhelmed and felt uncomfortable after returning to his hotel in Lahore."
Immediately after crossing over to India via the Attari border road route, the group took a flight to Delhi.