King Khan, as he is called in the Hindi film industry, while speaking to the students at the university said that he was "detained" at the airport "as always happens".
The Bollywood actor, who has been named a Chubb Fellow, was accompanied by Nita Ambani, owner of Mumbai Indian IPL cricket team and wife of Reliance Industries chairman Mukesh Ambani. The Ambanis' daughter is a student at Yale University.
The reason for detaining him was not very clear, but sources said that everybody else were cleared by the immigration officials immediately, except SRK who was stopped for over two hours before being cleared.
Reports said that Khan was very, very upset at the episode. Yale University officials had to contact the Department of Homeland Security and the Immigration and Customs Department at Washington, when they come to know about his detention.
In 2009, too, Shah Rukh was detained at the Newark airport and was released after being grilled for over two hours.