Though Kalki was born in Pondicherry, she did her schooling in Ooty, and lived there till she was 18 years old.
Kalki's parents are French but the bridal couple got married in traditional South Indian style.
Kalki, 28, wore a white sari with a red and gold border. Anurag, 38, wore a white shirt and a mundu dhoti.
The wedding was attended by close friends and family. Kashyap's family including brother Abhinav (who directed Dabangg), and 10-year-old daughter Aaliya (from his previous marriage to Aarti Bajaj), were present.
Film personalities like director Vikramaditya Motwane (Udaan), producer Shahnaab Alam, UTV Motion Pictures' Vikas Bahl, actors Piyush Mishra and Rahul Bhatt were invited for the wedding.
There will reportedly be a reception in Mumbai for the Bollywood fraternity.