Conventional approaches to Sketch-Based Image Retrieval (SBIR) assume that the data of all the classes are available during training. The assumption may not always be practical since the data of a few classes may be unavailable, or the classes may not appear at the time of training. Zero-Shot Sketch-Based Image Retrieval (ZS-SBIR) relaxes this constraint and allows the algorithm to handle previously unseen classes during the test. This paper proposes a generative approach based on the Stacked Adversarial Network (SAN) and the advantage of Siamese Network (SN) for ZS-SBIR. While SAN generates a high-quality sample, SN learns a better distance metric compared to that of the nearest neighbor search. The capability of the generative model to synthesize image features based on the sketch reduces the SBIR problem to that of an image-to-image retrieval problem. We evaluate the efficacy of our proposed approach on TU-Berlin, and Sketchy database in both standard ZSL and generalized ZSL setting. The proposed method yields a significant improvement in standard ZSL as well as in a more challenging generalized ZSL setting (GZSL) for SBIR.