The much-delayed film co-starring Kareena Kapoor sees Khan taking on the role of a government agent.
Khan told Hindustan Times: "Any audience who comes to see the film will think that we have done an Indian James Bond. This is a very stupid thing to do because firstly, James Bond is a completely English character.
"From the first scene of the film, you will realise that this is an Indian hero who is very different to the Bond character because we didn't want to make a copy of the Bond film.
"If the film does well, it depends on the audience. If the picture becomes popular, then of course we will look forward to making a series."
Khan previously denied that the movie had suffered from budget problems and shooting delays.
In November, the actor said that he will marry long-term girlfriend Kapoor after the film's release.
Watch the trailer for Agent Vinod below: