Instead, he suggested to organise paid premiere to raise funds for Uttarakhand flood victims.
Produced by Rahul Aggarwal and directed by K.S. Ravikumar, the film is coming out Friday.
Manyata said she informed her husband in jail about the Dubai premiere through a letter.
"But he didn't want to spend money on premiere and then there was no artist, Sanju is also not here. So, he said instead of a premiere in Dubai, we can have a paid preview and donate the money earned through it to the Prime Minister's Relief Fund for Uttarakhand victims and it would be better," said Manyata Tuesday at the special screening of the film, which she attended with her twins.
Sanjay plays a tough cop in "Policegiri", which also stars Prakash Raj and Om Puri in pivotal roles.
The actor was convicted for illegal possession of arms in the 1993 Mumbai serial blasts case.