The UK-bred model, 24, recently signed her first film, 'Marksheet', featuring newbies Imran Zahid and Zoa Morani.
The film is set against the backdrop of the murky business of fake marksheets and educational certificates.
She plays a bold, sexy woman who returns to India from New York, only to fall in love.
"When I was modelling, it was all about beauty. But Bollywood is so fascinating because you need to think as well. It's not about beauty but you needs brains too," Gulf News quoted Khan as saying.
"It was a struggle to be in Mumbai and hunt for roles. But I am happy that it's paid off," said Khan, who grew up watching Bollywood musicals.
She considers UK-bred Bollywood A-lister Katrina Kaif as her role model.
"Katrina is an inspiration to so many girls like us. She works hard. I salute her," said Khan.
Khan, born to a Kashmiri mother and a Saudi father, said that she's happy to shrug off of her background to try her luck in the movies.
"I go to Saudi every three years. It's my home country. But this offer was too good to be true and I have my dad's full support," added Khan.