Khan shot for four months in the country for "Kabul Express," a film about a group of Indian journalists preparing to film a documentary in Afghanistan following the September 11, 2001 attacks on the United States.
He said Bollywood films were hugely popular in Afghanistan and locals rallied around the crew to ensure they were not harmed.
"There are five theatres in Kabul and they run only Bollywood films," said Khan, who returned in February.
"Let us understand Afghan people are different and Taliban are different. In fact, the government of Afghanistan was cooperative and they sent a team of 60 bodyguards to give us security around the clock."
Kabul Express, starring model-turned-actor John Abraham, one of the hottest properties in Indian cinema, is the first major Bollywood feature shot in Afghanistan since the 1992 hit Khuda Gawa (God is my Witness).
The emergence of the Taliban regime during the 1990s civil war halted further film plans until the regime was toppled in a US-led operation in late 2001.
US-led forces continue to hunt down insurgents from the former Taliban government and other extremist Islamic outfits.
Kabul Express is due for release later this year.