"After I heard about the award, I have not stopped telling everyone around the world in the US, Britain and South Africa that I have been knighted," he told a local daily and apologised that he could not come in October to receive the title during the official ceremony.
The Malacca state has conferred the title on him stating that the actor, by shooting two movies, including 'One Two ka Four', had made Malacca popular across the world as Hindi films are seen by people in several countries.
Shahrukh Khan is popular among the Malays who like watching Hindi films. However, the majority of the ethnic Indian population here are Tamils and their heros are usually from Tamil movies.
Several Tamil films have been shot all over Malaysia but no south Indian star has been given the honoured title by any of the states.
Meanwhile, a crosssection of malaysian public are upset over the selection of Bollywood actor for the award saying that there were talented local artists who could have received it instead.
"I would also like to thank the Malaysian government, my friends, fans and Malaysians who have showed me so much love," said the popular actor.
Khan was awarded the Darjah Mulia Seri Melaka (DMSM) which carries the title "Datuk". The actor said he only came to know about the award when he arrived in Singapore in the first week of November for the Zee Carnival.
"I saw it in the papers at the airport and was so surprised. I asked my friend who picked me up and he told me it's a prestigious award, akin to the British knighthood," Shahrukh said.
"I would have stayed back if I had known it much earlier," he added.
Khan said he was quite thrilled at the thought of donning the traditional official black baju Melayu, samping and songkok to receive the award.
"What made this honour so profound was that it was given by a country that does not even speak my language.
"I have so much love for Malaysia. I shoot my movies there, take my family for holidays and visit my friends. This special honour is such a humbling experience," he told the ‘Star daily’ in a telephonic interview.
The actor had also been criticised for not attending the award presentation.
Asked about the criticisms and controversy over the award, Khan said he did not have to read about himself in papers as he knew who he was and what he deserved.
"Whatever people write about me, be it positive or negative, will not change anything. "I am a bit self-centred in that sense. I am my own best friend," he said.
"I have got a Padmashree in India. I have been honoured in Malaysia and France. I'm at Madame Tussaud's. I have a two- billion-rupee turnover for the work I do. "I've got a lovely house, beautiful children, lovely family. "I've got beautiful friends in Malaysia. What more could I ask for. I thank God for all these blessings," he added.