Shah Rukh reveals this in the "Making of DDLJ" documentary, released to mark 20th anniversary of the film.
Directed by Aditya Chopra, the film also starred Kajol, Mandira Bedi, Anupam Kher, Amrish Puri and Farida Jalal.
The one-hour documentary features unseen footages, behind the scenes shots and interviews of the cast and crew.
Shah Rukh, who was mostly seen in dark-action-thrillers like "Darr", "Baazigar", "Anjaam" prior to "DDLJ", confessed his apprehensions of starring in a romantic film.
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The documentary chronicles the movie's inception, with pictures of Chopra's earlier drafts of the script, its making, its release and its subsequent legacy.
The special feature is packed with interesting trivia, from Kajol's reluctance to shoot the popular song "Mere Khawbo Mein Jo Aaye" in a towel, to Shah Rukh's insistence on adding an action scene in the climax.
It also has an unseen video of actress Juhi Chawla making cameo in the film, which did not make it to the final cut.
The movie also gave a platform to filmmaker Karan Johar, choreographer-turned-director Farah Khan, fashion designer Manish Malhotra, who all feature in the documentary, to start their individual career.
The documentary features anecdotes from Johar, Uday Chopra, who both were assistant directors in "DDLJ", late Yash Chopra's wife Pamela, Anupam Kher among others.
The film, which completed 1,000 weeks on December 12 last year, is still running at a Mumbai theatre.