"Was super excited with my first ever visit to Patna but district authorities said some security issue. Will come some other time. Damn!!!" Shah Rukh posted on micro-blogging site Twitter.
The movie's team kickstarted their multi-city promotion tour in non-metropolitan centres in India Tuesday.
Producer Ritesh Sidhwani also tweeted: "Feeling sad couldn't make it to Patna. Was waiting to take off from Mumbai but was told that we cannot land in Patna. Next stop Nagpur!"
"Don 2: The King Is Back" is the much-awaited sequel to Farhan Akhtar's 2006 action thriller "Don - The Chase Begins", which itself was a remake of the 1978 film "Don".
The movie, starring Shah Rukh, Priyanka Chopra, Boman Irani, Om Puri, Sahil Shroff, Aly Khan and Nawwab Khan, will release Dec 23.