The 20,000-odd people at the Indira Gandhi Stadium here went positively berserk as the superstar performed at the over three-hour-long Temptation 2005 event. "Shah Rukh, we love you," people shouted, while thousands others whistled and jumped with joy.
Girls, in particular, who were just dying to see him, hear him and shake hands with him, were in the end contented if he just looked in their direction or blew flying kisses.
The bright winter afternoon turned into a starry wonder inside the stadium as the sold-out show - which has seen around 40 performances across the globe - kicked off with a galaxy of Bollywood stars.
The first hit number, "Dhoom macha le", saw Esha Deol jiving on the simple but big stage followed by Zayed Khan who danced and wooed fans with "Mohabbat hai mirchi".
Priyanka Chopra, dressed to kill, then zoomed in with her hit number "Jawani fir na aaye". After Shah Rukh, she was certainly the biggest show-stealer and even sang a medley of her favourite songs.
Shimmering in black and silver, Rani Mukerjee danced to popular songs from her recent hits - "Saathiya saathiya", "Chalka chalka re kalsi ka pani" and "Gore gore gore mahi ve".
But King Khan was King Khan.
With the other stars having set the mood, Shah Rukh Khan made a grand entry with "Sooraj hua madhyam". He followed it up with recent hit numbers like the qawwali from "Main Hoon Na" - for which Rani, Priyanka and Esha gave him company - and "Tujhey dekha to ye jana sanam".
The crowd, aged from two-year-olds to the elderly, went hysterical with excitement and kept asking for more and more. And Shah Rukh obliged.
"I love to come back home and dance with my people," said the actor who used to be a Delhi boy and made his acting debut on stage here.
"Dilli wale do cheez bahut dete hain - ek tali aur doosri gaali!" (There are two things that Delhi residents give in plenty - applause and abuse). He even announced that his 102-year-old 'naani' - grandmother - was there at the venue.
This was his first show in the capital after he moved to Mumbai. To the sheer delight of his fans, he invited a couple of people on stage, performed with them, cracked jokes and sent them back with a lot of gifts.
He said: "There are rumours that I am a bisexual and I do not like dancing with men, but today I am going to dance with them." Sure enough he danced with a man - and of course two women as well.
To the delight of many fans, he announced that he had quit smoking.
He danced magically with characteristic energy, with the play of lights adding to the spectacle. In between he kept changing his costumes.
There was never a dull moment. Indian Idol Abhijit Sawant, playback singer Shweta Pandit and singer Jassi were part of a surprise package at the show and sang some of their hit numbers.
The show was organised to raise funds for the disabled and hats off to Javed Abidi, executive director of National Centre for Promotion of Employment of Disabled People, who made the impossible possible.
Shah Rukh praised the cause. He finally wrapped up with dialogues and songs from "Mohabbatein", "Kuch Kuch Hota Hain", "Devdas" and the like.
In the end, all the five stars came on stage together and danced. But they weren't about to leave the audience empty-handed. Many went home with stuffed toys and basketballs that the Bollywood celebrities threw at the crowds.
For others, there were unforgettable memories of having seen Shah Rukh live!