The actress - whose first film with Khan releases later in the year - said that the star is an icon, the Hindustan Times reports.
"It's a big thing for me," Kaif outlined. "He's an iconic figure in the industry and I have a lot of respect for him."
The Hong Kong-born star has filmed much of the untitled project with Khan at locations in and around London.
"I had seen Veer-Zaara. He's a superstar, a romantic icon and I desperately wanted to work with him," Kaif went on to add.
"It's like your resume is incomplete if you haven't worked with Shah Rukh Khan. He's a patient and supportive co-star."
Yash Chopra's Khan-Kaif starrer is scheduled to release at Diwali.