The author, who has written several books such as The Alchemist, Brida and Eleven Minutes, was confused over which one to watch first.
Mr Coelho tweeted from Geneva, along with an image, which shows DVDs of Shah Rukh's films like Swades, Kabhi Alvida Naa Kehna, Ra. One and Om Shanti Om can be seen sprawled on the floor. (Also Read: Paulo Coelho Praises Shah Rukh Khan's My Name is Khan on Twitter)
The 49-year-old actor, who has earned epithets like 'King of Romance', also took to the micro-blogging site Twitter to ask his fans and followers to help Mr Coelho make the right choice.
Earlier this year, Mr Coelho praised Shah Rukh's 2010 film My Name is Khan, saying it is the best film that he has watched this year.
"My name is Khan" (2009) is the best movie I watched this year http://t.co/tLEGOdNQzX? Paulo Coelho (@paulocoelho) August 7, 2015
He also expressed his desire to watch more of his film by posting:
And Shah Rukh has now fulfilled his wish.