The function was held at the Taj Mahal Palace hotel here.
"There are different moments in life that make you feel that you are on the right track and this is one such moment. I am truly humbled to receive this honour," said Shah Rukh, thanking French President Francois Hollande and Foreign Minister Fabius for finding him "fitting for this honour".
"I am a part of the Indian film fraternity and it makes me feel proud to be recognized for the field I am most passionate about. This honour has further motivated to take Indian cinema to the next level of acceptance, love and glory. And thank you France for being so loving and appreciative of Indian films, it's extremely encouraging," he said.
Created in 1802 by Napoleon Bonaparte, the Legion of Honour is the highest award given by the France for outstanding service to the country, regardless of the nationality of the recipients.