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.
"It looks very nice. I got emotional. It made me cry. I want to thank my team KKR and everyone associated with it. It is not a PR or marketing tool. We had a great learning experience. I am glad we made interesting journey for people, youngsters to look at us," Shah Rukh said here. "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.
SRK says the learning lesson throughout their entire journey was to stick to your goals and dreams, working hard. 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.
However, SRK did reveal that KKR co-owner Juhi is superstitious about the team.
"It was she who felt the black color T-shirt was not doing good to the team and hence we changed the color. But when our team used to bat first, I used to leave late from the hotel thinking if we lose wickets early it is difficult to smile and cheer in front of people," he said.
"On the day of our final match the one that we won I did pray for every ball. I told my daughter I will make sure we win not by playing but praying," SRK added.
Kolkata Knight Riders is the first IPL team to have a documentary film made on them. King Khan is happy with the current team that they are having for this season.