Reviews for his movie, Yun Hota To Kya Hota, have been mixed and several critics have suggested he should forget about directing and stick to acting.
"For me, the opinion of the critics matter as much as the layman on the road. And critics should realise that they are no gods," Shah said, according to a report in The Hindu newspaper on Saturday.
But he conceded, "I admit I wasn't technically steady in this film."
The film is set in India and the United States, and it weaves together the lives of four couples with the backdrop of the September 11, 2001, terrorist attacks in the United States.
Shah is famous for acting in art house films, although he has appeared in regular Bollywood musical movies and featured alongside Sean Connery in The League of Extraordinary Gentlemen.
Shah said he decided to try his hand at directing to give himself a new challenge.
"During my early days of acting, I had no urge to become a director. But the 1990s fell heavily upon me. I felt stagnated doing insignificant roles," he said.
"That was the period when people found me complaining and being arrogant. That's the time when I resolved to make a film that could satisfy my creative urge," Shah added.