SRK's Red Chillies Entertainment had bought the IPL team in 2008 in partnership with actor Juhi Chawla and her businessman husband Jay Mehta.
The documentary 'Living with KKR' will air from February 24-27 on Discovery channel.
The film will trace the graph of the team, which initially failed to impress with its performance in the first four seasons. It was only in 2012 that KKR managed to bounce back and became champions of the cash-rich T20 league beating Chennai Super Kings.
"I think winning does matter.. It does make a difference, it makes you feel stronger. If you win then a documentary will be made on you. So I would say one must go and win," he said remembering how his team has grown over the years.
The documentary will have the voiceover of SRK. He will talk about the journey, his love for Kolkata, equation with Sourav Ganguly, the first captain of the team, other players, and how the team emerged a winner after a shaky start.
"It is tough to make films than this. I want to make my team more strong and passionate. I did feel sad when we lost nine matches in a row but I never showed my anger or scolded n the players or anyone. As I did feel that the players too were disappointed not winning the match... They did not lose any match purposely," SRK said.