Shah Rukh, who was a student at Delhi University's prestigious Hans Raj College, first performed at the Lady Shriram College.
Narrating his journey to becoming an actor, the 47-year-old said: "I thought I would be a sportsman but I injured myself. I was under observation for seven to eight days and bedridden for a month and a half. I had hurt my lower back and I felt very bad. For six to eight months, I was extremely depressed. I started going back to my school."
"My mom said 'Try and do something in the evening to fill your space'. I started doing this play called 'Annie Get Your Gun' at Lady Shriram College - one of the attractions being that it was a girl's college and I was one of the few guys who was chosen to act there - eight boys and 80 girls."
Shah Rukh narrated the story on BIG CBS PRIME's "India's Prime Icon". The episodes featuring King Khan will be on air Friday and Saturday.