"Yash ji and I used to talk about life. I had a relationship with him which was beyond films and more than films. We never sat down and discussed much about the film," he said at a promotional event for their upcoming film "Jab Tak Hai Jaan".
The love story stars Anushka Sharma and Katrina Kaif and was Yash Chopra's last film. The filmmaker passed away Oct 21 after being diagnosed with dengue.
Shah Rukh has worked in many of Yash Chopra's films like "Veer Zara", "Dil Toh Pagal Hai" and "Darr".
"I am very sad. But I can't feel his loss. I had worked with him for 20 years and we will continue to see his films for another 500 years," he said.
The actor was very happy with the way the media has celebrated the legacy of the filmmaker after his sad demise.
"There is a certain dignity by the way it has been covered. I have been watching all the programmes made on his life. I am not feeling sad that he is not there. I feel sad but there is a strange feeling that he has not gone. He is still surrounding us," he said.
To celebrate Yash Chopra's 80th birthday, Shah Rukh had conducted an extensive interview with the film-maker.
"He had so many things to share. He normally never did so many interviews, he was a very quiet person. This was Adi's (Aditya Chopra) idea and we had to convince Yash ji to do it. It was wonderful that we did it. I feel blessed to get such an opportunity," Shah Rukh said.
Anushka Sharma, who worked with the film-maker for the first time in "Jab Tak Hai Jaan", said that the experience was surreal.
"To get the opportunity to work with Yash Chopra is perfect. To work in his film was surreal. There is no one who has anything bad to say about him. He had such a loving nature and childlike behaviour," she said.
Katrina Kaif, who will also be seen in "Jab Tak Hai Jaan", said: "It was like a dream come true. Working with him was more than an experience."
"Jab Tak Hai Jaan" releases Nov 13.