"I spoke to Shabana Azmi who was also aware of the sad, shocking and unbelievable news," Naval told IANS.
Sheikh is known for his roles in "Chashme Budoor", "Saath Saath" among others.
"It is unbelievable. I am in a state of shock. He is one of the finest actors in the film industry. He is the one who has always encouraged me to work," a teary Naval told IANS.
"I got a call from Shabana Azmi. She said he had a massive heart attack in Dubai. They will be getting his body to India. I am in Himachal right now. I am flying back to Mumbai," she said.
She said that his body will be brought to Mumbai for the last rites after completing the relevant formalities in Dubai.
Sheikh, 65, was reported to be in a fit condition and had interacted with Naval two months ago at the Sharjah book fair.
She recalled the promise she and the late actor had made, and said: "After our last film Listen Amaya, Farooque and I had promised to each other that we will work together again and there were many films in the pipeline. We had decided to be in touch in terms of work."
Sheikh was born in Amroli in Gujarat's Baroda District. He was active in theatre before making his debut in Bollywood with M S Sathyu's 1973 Partition drama 'Garm Hawa' where he played the youngest son of Balraj Sahni. The movie is considered to be a pioneer of a new wave of Hindi art cinema.
There was no looking back for Sheikh after that as he created a space for himself in active parallel cinema world of that time with his nuanced performances and went on to work with filmmakers like Satyajit Ray, Shyam Benegal, Muzaffar Ali and Hrishikesh Mukherjee. His most notable films include Ray's 'Shatranj Ke Khiladi', 'Noorie', 'Chashme Buddoor', 'Kissi Se Na Kehna', 'Katha', 'Faasle' and Sagar Sarhadi's 'Bazaar'.
He formed a successful pair with Deepti Naval working with her in 'Chashme Baddoor', 'Kissi Se Na Kehna', 'Katha' and most recently in 'Listen Amaya'. Later on he acted in fewer films like 'Saas Bahu Aur Sensex', 'Tell Me O Khuda' and 'Lahore' for which he won the 2010 National Film Award for Best Supporting Actor for his performace as a boxing coach. This year he had three film releases 'Listen Amaya', 'Yeh Jawaani Hai Deewani' and 'Club 60'. He will be seen next in Jacky Bhagnani starrer 'Youngistan'.
Sheikh was equally active in the world of theatre and TV. His most famous stage play was 'Tumhari Amrita' with Shabana Azmi, which completed 20 years in 2012. The play, an unrequited love story read out through reams of letters, received great success. The play was a major hit in Dubai last year. He also acted in a number of television serials like 'Shrikant', 'Chamatkar', 'Ji Mantriji' besides hosting popular chat show 'Jeena Issi Ka Naam Hai' in which he interviewed many Bollywood celebrities. He was married to Rupa Jain and has two daughters.
In his last interview to PTI, the actor had talked about the short life of films today and felt that the films have advanced technically, but their life span is shrinking and the writing department is not getting more attention.