As he reveals in an interview to BBC's popular programme on filmdom Talking Movies, the King Khan says he is okay with the prospect but feels a little odd "selling my life".
"They say, you know, you can't be doing this stuff. We don't know that you could be like this. People should not know. And I'm okay with it," Khan, who was interviewed by presenter tom brook, said.
"As a matter of fact, even to talk about this documentary as a commercial prospect is a little embarrassing for me. I mean it is. I'm not selling a film, I'm selling my life, which is a little odd," he said.
On what the documentary reveals about him, he said people might still not know the real Shah Rukh after watching it.
"And I'm an actor. So, it may be even be more difficult to figure out who I am. I think it is a quieter version of me. It's a more internal version of me," he added. London-based filmmaker Nasreen Muni Kabir has directed the documentary on Khan's 'outer' and 'inner' lives.
Talking about Paheli, India's entry for the Oscars, he said it was the most interesting story he has ever heard in his career and also described it as representative of Indian cinema.