Khan was in the US on the invitation of the Yale University, which honoured him. But before reaching Yale, Khan was detained for one-and-half hours at White Plains for secondary security checks by the US Customs and Border Patrol agency.
The US embassy here issued a statement Friday evening apologising for the incident.
"Please allow me on behalf of our diplomatic mission in India to apologize if Mr. Shah Rukh Khan experienced an inconvenience or delay yesterday in White Plains, New York, on his way to Yale University," the US embassy spokesperson, Peter Vrooman, told reporters here.
He also explained how Americans are "great fans" of Indian movies and in particular "respect the work of the great actor, Shah Rukh Khan," who is fondly referred to as SRK by his fans and the media.
"My own daughter always asks to see SRK's 'Chammak Challo' video song. I am thrilled he was recognised by Yale University yesterday (Thursday) as a Chubb Fellow," Vrooman said.
But, the US spokesperson also attempted to clear the air over the security procedures adopted by the American customs and border patrol agency.
Khan has previously too suffered such embarrassment at the hands of the US agency during his earlier visits.
Vrooman noted that the US customs and patrol border agency is tasked with protecting the American borders.
Most international travellers enter the US via international airports, but authorities also facilitate travel to domestic airports, like White Plains, he said.
"My message today is to broaden understanding about the Department of Homeland Security's efforts to put in place systems that can help address circumstances faced by Khan or any other traveller. It is called the Traveller Redress Inquiry Program.
"If you or anyone you know have been selected for secondary screening on multiple occasions you can use the Department of Homeland Security Traveller Redress Inquiry Program (DHS TRIP) to resolve issues such as misidentification," he added.
DHS TRIP is a single point of contact for individuals who have inquiries or seek resolution of difficulties they experienced during their travel screening at transportation hubs.
"People who have experienced difficulties upon entry into or exit from the US at a port of entry or border crossing can file an inquiry to seek redress. DHS TRIP routes your redress request to the appropriate office for review and adjudication," Vrooman said, giving the access for the system as the website www.dhs.gov/trip.
"Once again, let me stress that we strive to welcome all legitimate travellers to the US warmly, and we apologize for any inconvenience that Shah Rukh Khan may have experienced," he added, noting that this was an "important initiative to resolve travel-related issues."