The "Devdas" actor will be seen essaying the role of a "fan" named Gaurav in the film.
Shah Rukh shared the news on micro-blogging website Twitter on Friday.
"Kinda wrap on Fan. Just being ordinary in an extraordinary attempt by this team leaves me a bit hollow. Why all good things end so fast??!," he tweeted.
Produced by Yash Raj Films, the movie will hit theatres on April 15, 2016.
The 49-year-old actor will next be seen in Rohit Shetty's "Dilwale", which also features Kajol, Varun Dhawan, Kriti Sanon, Boman Irani and Vinod Khanna. The film is slate to release on December 18.