The actor was questioned for two hours at White Plains Airport in Westchester County, after arriving in a private plane, The Times of India reports.
"Whenever I start feeling too arrogant, I take a trip to America," Khan revealed in an address to students at Yale University, following his release from custody.
The actor, who played a suspected terrorist in My Name is Khan, had previously been detained at a US airport in 2009.
"They were asking me silly questions like if I knew someone in the US. who could vouch for me, if I could give them numbers of people they could get in touch with," Khan earlier said about the incident.
The star was reportedly three hours behind schedule to speak at the Ivy League institute.
The university is said to have intervened to get the star released from custody.
My Name is Khan saw Khan play an autistic man who, in the aftermath of 9/11, travels across America to win back his wife.
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