"I will never forget these three days in my entire life," he told reporters.
"Whatever has to happen will happen," he said, adding: "The five-year sentence is something I will not be able to take."
Khan, one of India's most famous actors, was forced to sleep on the floor and had a convicted murderer serving a life term as a cellmate, reports said.
His cellmate -- who had reportedly earned the nickname "Hero" for his brief friendship with the actor -- carried Khan's bags to the jail door and broke into tears when he left.
Khan, 40, who needs the court's permission to travel overseas, said he hoped to join a "world tour" of stars from India's film industry due to begin performances in the United States this month.
Khan's jail time interrupted his work schedule, including a multi-million dollar Bollywood project with former Miss World Priyanka Chopra.
In February Khan was given a suspended one-year jail sentence and fined 5,000 rupees (113 dollars) for killing two black buck deer during a separate 1998 hunting expedition.
Khan, no stranger to controversy, also faces charges of manslaughter after a road accident in 2002 left one person dead and four injured.
The actor has denied allegations that he was at the wheel, drunk and without a licence, when his car ran over people sleeping on a sidewalk in Mumbai, home to the country's film industry.