Khan, who was detained by the immigration authorities, was allowed to go only after his hosts intervened and took up the issue with the Department of Homeland Security in Washington, according to sources.
As part of the Yale Chubb Fellowship, Khan later attended a reception and dinner at Timothy Dwight College at New Haven Connecticut with over 120 Yale students including members of the South Asian Society at Yale, before taking a return flight Thursday night.
Before addressing the students at Yale University after joining the roster of Yale University's Chubb Fellows, one of the Ivy League institution's highest honours, for promoting human ideals through art, Khan recalled he was "detained" at the airport "as always happens".
Due to Khan's detention at the airport, the Yale event in New Haven started an hour late.
In August 2009 also, Khan was stopped at the Newark Airport and was released after two hours at the intervention of the Indian consulate in New York.
"I was really hassled at the American Airport because of my name being Khan...It was absolutely uncalled for...I felt angry and humiliated," said Shah Rukh, who was then heading towards Chicago to participate in an Independence Day celebration event.
"It is a Muslim name and I think the name is common on their checklist," he had then said.
The Chubb Fellowship is devoted to encouraging and aiding Yale students interested in the operations of government and in public service. Each year three or four distinguished men and women have been appointed as visiting Chubb Fellows.
Former Chubb Fellows include presidents George W. Bush, Ronald Reagan, and Jimmy Carter; authors Octavio Paz, Carlos Fuentes, and Toni Morrison; filmmaker Sofia Coppola; architect Frank Gehry; choreographer Mikhail Baryshnikov; and journalist Walter Cronkite.