"It depends upon what set of people you are performing for. Every joke doesn't work at every place. You need to keep on changing. You need to keep experimenting. You need to have lots of jokes with you," he told in an interview.
Talking about the topics, Khan said: "They need to be relatable."
"There are two characters of mine which are famous - one is Mumbaiya Bhai's and other is qawwali. Apart from that I do observational items on male-female psychology, husband-wife," he said.
Jokes should be easier to relate to, feels Khan and added: "Easy topics like cell phones and Bollywood are easy to connect to during live shows."
He describes comedy as both challenging and enjoyable.
"It is interesting and challenging. Your observation is on all the time," the 34-year-old said.
What if someone takes offence to his jokes?
In India, Article 19 gives freedom of expression, he said.
"So writers, comedians have that liberty. So generally, people just accept it. But yes, it backfires if you go below the belt," he said.
Talking about his future plans, Khan says TV fiction shows are not on his wish list.
"Fiction is time consuming and I don't get so much time to prepare for my characters. I would prefer to be in a movie. I am also offered reality shows," he said.