Media persons said Dutt was suddenly shifted to evade the media focus for it was said that he would be put in Arthur Road Jail for sometime.
"Three police vans took Dutt o the Pune jail," officials said.
The 53-year-old Bollywood star was earlier lodged in the 'anda' cell after he was brought to the Arthur Road jail on May 16 following his surrender before the expiry of the Supreme Court-set deadline to serve his remaining sentence in the blasts case.
Dutt has to serve 42 more months in jail following his conviction in the 1993 case being upheld by the Supreme Court, which, however, reduced his sentence by one year (to five years from six) in March this year.
Dutt surrendered on May 16 after the Supreme Court had extended his surrender time by one month.
(With PTI inputs)