According to The Times of India, the Jab Tak Hain Jaan star said that acting helps him to overcome his feeling of emptiness.
Speaking at the ThinkFest conference in Goa, he said: "There is something wrong in me. I sense it. I feel it but I don't know what it is. Somehow there is this feeling of emptiness. I have this restlessness, strangeness, which I fill up with my acting."
The actor, who turned 47 last week, said that he hides his emotions behind his gregarious persona and that much of what he portrays on film is drawn from real-life experiences.
He added: "A lot of things which are Bollywood-like or flamboyant in me are actually to cover up my emotions. I don't have guts to be so simple. To avoid depression I act."
"I have a beautiful family. I have a few friends with whom I spend a lot of time. I don't want to die like my father. I don't want to be unknown. I would like to be just successful. Believe me, it is lonely at the top."
Khan, who is celebrating 20 years as an actor, is currently writing his autobiography.