Machu Picchu , Peru during a song picturization for Enthiran In 2002, Rai appeared alongside Shahrukh Khan and Madhuri Dixit in Sanjay Leela Bhansali 's Devdas , an adaptation of Sharat Chandra Chattopadhyay 's famous novel by the same name . She played the role of Paro (Parvati), the love interest