Khan usually plays the reliable son or the devoted father and said it was difficult to play a man who turned away from his family in 'Kabhi Alvida Naa Kehna,' or 'Never Say Goodbye,' which hit theaters last week.
He told Cine Blitz magazine that infidelity wasn't what "a good man'' would do.
"I was embarrassed doing some scenes of this film, I felt shy doing them ... I am not a prude but I felt odd,'' said Khan, who has been married for 14 years and has two children.
The movie about troubled marriages, directed by well-known filmmaker Karan Johar, also stars Amitabh Bachchan and his son Abhishek, Rani Mukherjee and Preity Zinta.
On a lighter note, he adds, "I'm famous for always running after another man's wife. In the last 16 years, after 50 films that I've done, I've been running after other people's wives and girlfriends in 35. So this is not breaking the mould. I'm still running after somebody else's wife."
"But I'm nothing like character in the film. I would never leave my son," he adds in the same breath while discussing the media speculation put on his own marriage
Ask him about his take on on infidelity and he says,"I don't have any stand on it because I believe that it varies from one individual to another. I can't call those people wrong who are very much in favour of infidelity and are unfaithful. It's up to an individual what kind of relationships he prefers to have
Khan had some words of wisdom for those tempted by extramarital relationships: "I think you have to work very hard after marriage to make it work. You can't go on believing that love will continue to take care of it.''
"Unreal expectations'' ruined relationships, he told the magazine.